all'evento textchanged faccio questo:
dim rowindex as integer
if textbox1.text <>"" then
datagridview1.clearselection()
for irow as integer = 0 to datagridview1.rows.count - 1
if datagridview1.item(0, irow).value = textxbox1.text then
rowindex = irow
end if
datagridview.rows(rowindex).selected = true
next