new form won't run from current thread

module main
...
application.run (new splashform)
..
end module

after a few screen, I try to load a new codes I got from MSDN on datagrid
that works on its own. I took out submain and ran datagridForm from my
mainForm:

application.run (new datagridForm)
me.hide

when mainForm comes to an end. However, nothing shows up. datagridForm ran
ok, all of the codes got executed. But nothing showed up.

I'd tried this:
datagridForm.ac tiveform.show
me.hide
however, this is even worst, datagridForm never ran at all.

Either way, nothing showed up. Could some please tell what did I do wrong?

Here is that datagridForm code I got from MSDN:

-----------------------------------------------------------------------------------
Option Explicit
Option Strict

Imports System
Imports System.Componen tModel
Imports System.Data
Imports System.Drawing
Imports System.Windows. Forms

Public Class Form1
Inherits System.Windows. Forms.Form
Private components As System.Componen tModel.Containe r
Private button1 As Button
Private button2 As Button
Private myDataGrid As DataGrid
Private myDataSet As DataSet
Private TablesAlreadyAd ded As Boolean

Public Sub New()
' Required for Windows Form Designer support.
InitializeCompo nent()
' Call SetUp to bind the controls.
SetUp()
End Sub

Private Sub InitializeCompo nent()
' Create the form and its controls.
Me.components = New System.Componen tModel.Containe r()
Me.button1 = New System.Windows. Forms.Button()
Me.button2 = New System.Windows. Forms.Button()
Me.myDataGrid = New DataGrid()

Me.AutoScaleBas eSize = New System.Drawing. Size(5, 13)
Me.Text = "DataGrid Control Sample"
Me.ClientSize = New System.Drawing. Size(450, 330)

button1.Locatio n = New Point(24, 16)
button1.Size = New System.Drawing. Size(120, 24)
button1.Text = "Change Appearance"
AddHandler button1.Click, AddressOf button1_Click

button2.Locatio n = New Point(150, 16)
button2.Size = New System.Drawing. Size(120, 24)
button2.Text = "Get Binding Manager"
AddHandler button2.Click, AddressOf button2_Click

myDataGrid.Loca tion = New Point(24, 50)
myDataGrid.Size = New Size(300, 200)
myDataGrid.Capt ionText = "Microsoft DataGrid Control"
AddHandler myDataGrid.Mous eUp, AddressOf Grid_MouseUp

Me.Controls.Add (button1)
Me.Controls.Add (button2)
Me.Controls.Add (myDataGrid)
End Sub

#if debug =1 then 'I commented this out so I could execut app..run from
mainForm
Public Shared Sub Main()
Application.Run (New Form1())
End Sub
#end if
Private Sub SetUp()
' Create a DataSet with two tables and one relation.
MakeDataSet()
' Bind the DataGrid to the DataSet. The dataMember
' specifies that the Customers table should be displayed.
myDataGrid.SetD ataBinding(myDa taSet, "Customers" )
End Sub

Protected Sub button1_Click(s ender As Object, e As System.EventArg s)
If TablesAlreadyAd ded = true then exit sub
AddCustomDataTa bleStyle()
End Sub

Private Sub AddCustomDataTa bleStyle()
Dim ts1 As New DataGridTableSt yle()
ts1.MappingName = "Customers"
' Set other properties.
ts1.Alternating BackColor = Color.LightGray
' Add a GridColumnStyle and set its MappingName
' to the name of a DataColumn in the DataTable.
' Set the HeaderText and Width properties.

Dim boolCol As New DataGridBoolCol umn()
boolCol.Mapping Name = "Current"
boolCol.HeaderT ext = "IsCurrent Customer"
boolCol.Width = 150
ts1.GridColumnS tyles.Add(boolC ol)

' Add a second column style.
Dim TextCol As New DataGridTextBox Column()
TextCol.Mapping Name = "custName"
TextCol.HeaderT ext = "Customer Name"
TextCol.Width = 250
ts1.GridColumnS tyles.Add(TextC ol)

' Create the second table style with columns.
Dim ts2 As New DataGridTableSt yle()
ts2.MappingName = "Orders"

' Set other properties.
ts2.Alternating BackColor = Color.LightBlue

' Create new ColumnStyle objects
Dim cOrderDate As New DataGridTextBox Column()
cOrderDate.Mapp ingName = "OrderDate"
cOrderDate.Head erText = "Order Date"
cOrderDate.Widt h = 100
ts2.GridColumnS tyles.Add(cOrde rDate)

' Use a PropertyDescrip tor to create a formatted
' column. First get the PropertyDescrip torCollection
' for the data source and data member.
Dim pcol As PropertyDescrip torCollection = _
Me.BindingConte xt(myDataSet, "Customers.cust ToOrders"). _
GetItemProperti es()

' Create a formatted column using a PropertyDescrip tor.
' The formatting character "c" specifies a currency format. */

Dim csOrderAmount As _
New DataGridTextBox Column(pcol("Or derAmount"), "c", True)
csOrderAmount.M appingName = "OrderAmoun t"
csOrderAmount.H eaderText = "Total"
csOrderAmount.W idth = 100
ts2.GridColumnS tyles.Add(csOrd erAmount)

' Add the DataGridTableSt yle instances to
' the GridTableStyles Collection.
myDataGrid.Tabl eStyles.Add(ts1 )
myDataGrid.Tabl eStyles.Add(ts2 )

' Sets the TablesAlreadyAd ded to true so this doesn't happen again.
TablesAlreadyAd ded = true
End Sub

Protected Sub button2_Click(s ender As Object, e As System.EventArg s)
Dim bmGrid As BindingManagerB ase
bmGrid = BindingContext( myDataSet, "Customers" )
MessageBox.Show (("Current BindingManager Position: " & bmGrid.Position ))
End Sub

Private Sub Grid_MouseUp(se nder As Object, e As MouseEventArgs)
' Create a HitTestInfo object using the HitTest method.
' Get the DataGrid by casting sender.
Dim myGrid As DataGrid = CType(sender, DataGrid)
Dim myHitInfo As DataGrid.HitTes tInfo = myGrid.HitTest( e.X, e.Y)
Console.WriteLi ne(myHitInfo)
Console.WriteLi ne(myHitInfo.Ty pe)
Console.WriteLi ne(myHitInfo.Ro w)
Console.WriteLi ne(myHitInfo.Co lumn)
End Sub

' Create a DataSet with two tables and populate it.
Private Sub MakeDataSet()
' Create a DataSet.
myDataSet = New DataSet("myData Set")

' Create two DataTables.
Dim tCust As New DataTable("Cust omers")
Dim tOrders As New DataTable("Orde rs")

' Create two columns, and add them to the first table.
Dim cCustID As New DataColumn("Cus tID", GetType(Integer ))
Dim cCustName As New DataColumn("Cus tName")
Dim cCurrent As New DataColumn("Cur rent", GetType(Boolean ))
tCust.Columns.A dd(cCustID)
tCust.Columns.A dd(cCustName)
tCust.Columns.A dd(cCurrent)

' Create three columns, and add them to the second table.
Dim cID As New DataColumn("Cus tID", GetType(Integer ))
Dim cOrderDate As New DataColumn("ord erDate", GetType(DateTim e))
Dim cOrderAmount As New DataColumn("Ord erAmount", GetType(Decimal ))
tOrders.Columns .Add(cOrderAmou nt)
tOrders.Columns .Add(cID)
tOrders.Columns .Add(cOrderDate )

' Add the tables to the DataSet.
myDataSet.Table s.Add(tCust)
myDataSet.Table s.Add(tOrders)

' Create a DataRelation, and add it to the DataSet.
Dim dr As New DataRelation("c ustToOrders", cCustID, cID)
myDataSet.Relat ions.Add(dr)

' Populates the tables. For each customer and order,
' creates two DataRow variables.
Dim newRow1 As DataRow
Dim newRow2 As DataRow

' Create three customers in the Customers Table.
Dim i As Integer
For i = 1 To 3
newRow1 = tCust.NewRow()
newRow1("custID ") = i
' Add the row to the Customers table.
tCust.Rows.Add( newRow1)
Next i
' Give each customer a distinct name.
tCust.Rows(0)(" custName") = "Customer1"
tCust.Rows(1)(" custName") = "Customer2"
tCust.Rows(2)(" custName") = "Customer3"

' Give the Current column a value.
tCust.Rows(0)(" Current") = True
tCust.Rows(1)(" Current") = True
tCust.Rows(2)(" Current") = False

' For each customer, create five rows in the Orders table.
For i = 1 To 3
Dim j As Integer
For j = 1 To 5
newRow2 = tOrders.NewRow( )
newRow2("CustID ") = i
newRow2("orderD ate") = New DateTime(2001, i, j * 2)
newRow2("OrderA mount") = i * 10 + j * 0.1
' Add the row to the Orders table.
tOrders.Rows.Ad d(newRow2)
Next j
Next i
End Sub
End Class