Visual Studio 2005 Windows Forms DataBinding FAQ
The new, and vastly improved, Windows Forms data binding support in VS 2005 is one of my favorite features. There is a good document, Visual Studio 2005 Windows Forms DataBinding FAQ, to answer some of the most common questions regarding the details of this infrastructure.
If you prefer to start with a higher-level view of building data-bound WinForms applications, you may want to check out my MSDN article New DataSet Features in Visual Studio 2005.