Private Sub DataGrid1_KeyDown(ByVal sender As Object, ByVal e As _
    System.Windows.Forms.KeyEventArgs) Handles DataGrid1.KeyDown
        If e.KeyCode = Keys.F1 Then
            ' Code
        End If
    End Sub

   Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As _
     System.EventArgs) Handles MyBase.Load
        Me.KeyPreview = True
    End Sub
    Private Sub Form1_KeyDown(ByVal sender As Object, ByVal e As _
      System.Windows.Forms.KeyEventArgs) Handles MyBase.KeyDown
        If e.KeyCode = Keys.F1 Then
            ' Code
        End If
    End Sub