how to add items in Datagridview without removing the Previous fetched Data in VB.NET

Once you set DataSource property of datagridview it overrides the previously datasource if source assigned. That is why you are getting only those records which were recently requested.

I would suggest it to fix with two ways:

1) Collect all IDs in either a "string" (comma separated) or "List(of Integer)" and pass these Ids every time you fetch data from database. Using this way "DataSource" way would work.

2) Don't set DataSource property of DataGridView instead, iterate on all rows of DataTable/DataSet (which were set to DataSource property) and use
DataGridView.Rows.Add() methods something like this:

This piece of code can provide you an idea on how to accomplish task:(untested)

Dim dt as DataTable = RetrieveDataTable()   ' Gets records in DataTable according to Ids user entered uptil now
For Each row as DataRow in dt.Rows
   DataGridView1.Rows.Add(new Object() { row(0), row(1),....}) '' access elements from "dt" and add in the datagridview's row
Next

Hope it helps!