Well, here is the solution.
After the line Datagrid1.Datasource = table just add Datagrid1.Databind()
One thing I have noticed is that if I am doing VB
.Net then I do not need to say Datagrid1.Databind(), but this extra bit of code is required if I am doing ASP.Net
I am searching to find why Databind property is required for ASp.Net and NOT for VB