Hi Stefan,
If the grid is losing it's layout when you call SetDataBinding, it means that the data source you are binding to does not match the schema you set up at design-time in some way.
Perhaps one of the band or column keys does not match up.
Personally, I find it much easier to set up the layout of my grid using the InitializeLayout event, rather than the designer. The VS form designer tends to be a bit flaky when dealing with data source notifications and can sometimes cause the layout to be reset when it doesn't seem to need to.