Two suggestions:
1. The scroll bar will be shown automatically, if there is no Vertical Scroll Bar, maybe there is no enough data records to force the scroll bar to appear.
Or, please try this lines to see whether it can do the trick.
For Each ctrl As Control In dg.Controls
If TypeOf ctrl Is HScrollBar Then
CType(ctrl, HScrollBar).Enabled = True
ElseIf TypeOf ctrl Is VScrollBar Then
CType(ctrl, VScrollBar).Enabled = True
End If
Next
2. There is no cellclick event in datagrid, so why not use visual basic 2008 express? If you use datagridview, then, it's simple to achieve your goal.
http://www.microsoft.com/express/vb/Default.aspx