I saw this ODBCDataAdapter example in the MSDN.....
and I have tried it by the way that is like the SQLDataAdapte (ex SqlConnection conn=new SqlConnection("data source=localhost;initial catalog=dbmane;user id=as;password=pass")

but it didnt work.......
How can I use ODBCDataAdapter to connect to the database?

OdbcConnection conn = new OdbcConnection(connection); //how use "connection"
OdbcDataAdapter adapter = new OdbcDataAdapter();
adapter.SelectCommand = new OdbcCommand(query, conn);
adapter.Fill(dataset);
 return dataset;

Ask oneself that answers by oneself
Have already solved this problem

using System.Data.Odbc;

OdbcConnection conn;
OdbcDataAdapter ap;
DataSet ds = new DataSet();
string constr = "DRIVER={MySQL ODBC 3.51 Driver};SERVER=localhost;DATABASE=TEST;UID=root;PW D=pass;OPTION=3";conn = new OdbcConnection(constr);
conn.Open();
ap = new OdbcDataAdapter(cmdstr,conn);
ap.Fill(ds,"MyTable");
this.dgMy.DataSource = ds;
this.dgMy.DataMember = "MyTable";