Thank you for your answer dear Çetin.
I tried it; it doesn't produce an error of course, but all I see is an empty grid.
When I created a cursoradapter from Data Environment (in design time), placed a grid on the form and entered the appropriate value in the Recordsource property, I could see the column names in design time and the grid was filled at run time. I expected that the grid would be filled (at run time) when I created the ca on the fly. Are there any other properties that I have to use to make it work? And one more question : how can I refer to the data that the ca has? For example the CompanyName field of the first row.
Thank you.

P.S. I'm just doing some tests on a local db. When it'll go to production there will be no sa/blank pwd. I promise ;)