There are several ways to hide a column:

1) You can use your DataSet's ColumnMapping property to hide a column.

// Creating connection and command sting
string conStr = @"Provider=Microsoft.JET.OLEDB.4.0;data source=C:\northwind.mdb";
string sqlStr = "SELECT * FROM Employees";
// Create connection object
OleDbConnection conn = new OleDbConnection(conStr);
// Create data adapter object
OleDbDataAdapter da = new OleDbDataAdapter(sqlStr,conn);
// Create a dataset object and fill with data using data adapter's Fill method
DataSet ds = new DataSet();
da.Fill(ds, "Employees");
// Hide the column and attach dataset's DefaultView to the datagrid control
ds.Tables["Employees"].Columns["LastName"].ColumnMapping = MappingType.Hidden;
dataGrid1.DataSource = ds.Tables["Employees"];

2) Another way to hide a column is to set its width to zero. Check out the FAQ How do I set the width of a column in my DataGrid?.

3) Another way to hide a column is to create a custom table style, and as you add columnstyles to your tablestyle, omit the column you want hidden. Check out the FAQ How do I add an unbound column in my bound DataGrid? to see how to create a custom table style.

Contributed from George Shepherd's Windows Forms FAQ