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.
Column AutoSize is not done automatically. This property is for when the user is resizing the column. If you want to fill the whole grid surface you need to use AutoFit:
grid.DisplayLayout.AutoFitStyle = AutoFitStyle.ResizeAllColumns
or:
grid.DisplayLayout.AutoFitStyle = AutoFitStyle.ExtendLastColumn