Thanks everyone for they effort and answers, all the answers were about adding a column to the grid, what I was looking for was to point to (retrieve) the current column and change its properties, such as DataSource
as the most important one.
The solution I finally came up with is written below, maybe it helps to other people looking for such answer :
((GridViewComboBoxColumn)rgvCheques.Columns["IBAN"]).DataSource =
lstBankAccounts.Items;