2005 makes it really simple.
Start with an empty form. You've already got the datasource set up right. Have your empty form open in design view and open the Data Sources panel. Open the datset by clicking the plus sign beside it, if it's not already open. The list of available dataTables will be shown. Click the name of the dataTable you want to work with and you be able to access a dropdown. Open that dropdown and make sure DataGridView is selected (more on this later). Now drag the dataTable onto the form designer. The IDE will create a DataSet, BindingSource, TableAdapter, and BindingNavigator whose name will depend on the DataTable you selected. The BindingNavigator is very similar to the navigation buttons you get in Access and you can delete it if you don't have a need for it. Deleting it will have no affect on the other components. The IDE will also create the form's Load event handler with a statement that fills the TableAdapter. At this point you can run the app and the dataGrid will be filled with all the data.
Next add a texbox which will allow the user to type into to filter the datagridview.
Switch to code view and in the dropdown at the upper-left select the textbox, in the dropdown on the upper-right select Keyup. A method signature will be created for the textbox's keyup event. In the method type something like: Me.TableNameBindingSource.Filter = "FieldNametoBeFilter LIKE '" & TextBox1.Text & "%'" where TableNameBindingSource is the BindingSource created and FieldNametoBeFilter is the field you want to filter against.
That's it. It's working and you only had to type one line of code.
Now about the dropdown in the data source panel and selecting DataGridView. If you wanted to create a detailed form view like the standard Access form, you would select Details in that dropdown. Then when you dragged the table over to the form designer it would create different controls for each field in the dataTable. You can even configure what the controls should be by expanding the DataTable in the Data Sources panel and accessing their dropdown to choose a control. Note that the dropdown is only available when you have a form open in design view.
Hope that helps.