Solving the problem
What I meant when I asked if you were running out of memory was pretty much if you either had a memory leak or you simply used more memory then the system has.
The easy way to tell if you're running out of memory is to look in the task manager.
I do not use objects intentionaly as I do not know how to
Believe me, you do! This one made me laugh!
To begin with, every single variable you use in you application refers to either a structure (the smallest building blocks like Integer, Rectangle, etc.) or an object (DataGridView, DataSet, DataTable, Button, etc).
Every one of those contains some information. To store that information, you need to use some system memory. Objects that are no longer referenced will be garbage collected (their memory will be freed). The problem is that sometimes, you will accidentally keep a reference to an object without knowing it! The easiest way to find them is to use a memory profiler.
Could it be that you are using code like this more than once?
gridItems.DataSource = adapterItems.getData()
I have had trouble with setting the DataSource of a DataGridView more than once. I can't remember the specifics, you would really have to use a memory profiler to know more, but DataTable objects tend to be pretty big. Look to make sure there are not too many of those.
Solving the next problem
Now, that was for the problem at hand. However, you definitely need to learn about object oriented programming as VB.NET and any other .NET language use it. So does Java and C++ and scripting languages like PHP, Javascript, Python, Ruby, etc. (most of these are just adding OOP capability over the existing specification)!
I just looked through my programming library (I'm growing a collection!) and I have nothing that covers such basics so I can't suggest anything to you. For the best ROI, look for a book made especially for VB.NET. It should get you started with garbage collection, exception handling, events and delegates, properties, anonymous classes, generics and get you acquainted with Winforms/WebForms and ADO.NET (I tried to give an exhaustive list of subjects to cover to help you choose a book, but I'm sure I missed some...).