Ok, I found the solution myself.
As a datasource can be generated from a simple xml file all it took was to
create this xml file save it and add it to the project with
EnvDTE.ProjectItem.addFromFile()
>I am trying to add a Bindingsource to my project by means of
>EnvDTE.Project from my addin. (VS 2005)
>
> Any ideas on how to do that ?
>
> Martin Stave