您需要调用dtapplicationlists=newdatatable—当前它为null（或在vb中为nothing）。

Using ... End Using 方法将保证您不必担心像您得到的这样的警告，正如您的代码中明显演示的那样。

Private Function GetList() As DataTable
        Dim SqlStr As String =
            ("SELECT FirstName, LastName, Gender, ChosenProg, Aggregate FROM dbo.Applicants")
        Using dtApplicantLists As DataTable = New DataTable
            Using conn As New SqlConnection(ConfigurationManager.ConnectionStrings("dbx").ConnectionString),
                    Cmd As New SqlCommand(SqlStr, conn)
                conn.Open()
                Using Reader As SqlDataReader = Cmd.ExecuteReader
                    dtApplicantLists.Load(Reader)
                End Using
            End Using
            Return dtApplicantLists
        End Using
    End Function

你可以这样做。

Imports System.Data.SqlClient
Public Class Form1
    Dim connetionString As String
    Dim connection As SqlConnection
    Dim adapter As SqlDataAdapter
    Dim cmdBuilder As SqlCommandBuilder
    Dim ds As New DataSet
    Dim changes As DataSet
    Dim sql As String
    Dim i As Int32

    Private Sub Button1_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button1.Click
        connetionString = "Data Source=ServerName;Initial Catalog=DatabaseName;User ID=UserName;Password=Password"
        connection = New SqlConnection(connetionString)
        Sql = "select * from Product"
        Try
            connection.Open()
            adapter = New SqlDataAdapter(Sql, connection)
            adapter.Fill(ds)
            connection.Close()
            DataGridView1.Data Source= ds.Tables(0)
        Catch ex As Exception
            MsgBox(ex.ToString)
        End Try
    End Sub

    Private Sub Button2_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles Button2.Click
        Try
            cmdBuilder = New SqlCommandBuilder(adapter)
            changes = ds.GetChanges()
            If changes IsNot Nothing Then
                adapter.Update(changes)
            End If
            MsgBox("Changes Done")
        Catch ex As Exception
            MsgBox(ex.ToString)
        End Try
    End Sub
End Class

请参阅下面的链接，了解其他一些类似但略有不同的选项。
http://vb.net-informations.com/dataadapter/dataadapter-datagridview-sqlserver.htm