try this code it will work for you I guess
Dim con As New SqlConnection
Dim val1 = TextBox1.Text
Dim val2 = TextBox2.Text
con.ConnectionString = "Data Source=.\SQLEXPRESS;AttachDbFilename=|DataDirectory|\Database1.mdf;Integrated Security=True;User Instance=True"
con.Open()
For i As Integer = 0 To Me.DataGridView1.Rows.Count - 1
Dim cmd As New SqlCommand()
cmd.Connection = con
cmd.CommandText = "Insert into table2(aa,bb) Values(@firstname,@lastname)"
cmd.Parameters.AddWithValue("@firstname", DataGridView1.Rows(i).Cells(0).Value)
cmd.Parameters.AddWithValue("@lastname", DataGridView1.Rows(i).Cells(1).Value)
cmd.ExecuteNonQuery()
Next
Hope this helps....
Best of Luck.............