This is a kind of testing application (i'm implementing an shopping caddy (testing out the + and - of ASP.NET for thesis))
The second column  is filled with dropdownlists (has to become the selector for the numbers of articles in a caddy)
I want the selected value in the row of the datagrid, been written  in the same row in the third column (has to become later number X price = total price...)
I succeeded to add the dropdownlist(txs to D Nelson!) but not handle the events...
I've also tried to work with that signature, but i don't know how to find the correct index  of the datagrid  that way?

ok I got it now...
The way you can do this is a mix of what you have been doing. I will write you some steps you should follow to achieve this.

1. set the autpostback to true for the ddl.
2. You don't have to use the ddl_onselectedindexchange event handler because like you say you don't get access to the current row of the datagrid
3. set the onItemDataBound event handler of the datagrid. This event raises every time a row of the datasource is bounded to the datagrid
4. hook to that event in the code behind. This is the signature for that event
DataGrid_ItemDataBound(sender as Object, e as System.Web.UI.WebControls.DataGridItemEventArgs)

5. Note the second one (DataGridItemEventArgs) this one will provide the item  being bounded. So what you should do here is get the ddl with FindControl and use the selected value of it to write to the third column  of the dg. i.e.

Dim myDropdown As DropDownList = CType(e.Item.FindControl("myDDL"), DropDownList)

    Dim value As String
    value = myDropdown.SelectedItem.Text
    e.Item.Cells(3).Text = value  

it still doesn't work, maybe because i was already using the onItemDataBound for inserting the dropdownlists into the datagrid...
When page loads, i get in the 3rd columns  "1" => normal, 1 is default checked value
But when i change  a value in a dropdown, all values in the 3rd column  disappear...

Do you see what i'm doing wrong?
Has it smth to do with the IsNothing(drop1)?

Well... it's not so easy as it seemed to be
It requires a little bit of hack...
Here we go
The problem you had is that you cannot access to the selecteditem in the itemdatabound event... I thought this was possible but it seems to not
So to fix this, first, add the OnSelectedIndexChanged handler to the ddl (this is the one who see the value of the selected item)
Now change  the onitemdatabound with the old one you had:

Public Sub eventItemDataBound1(ByVal S As Object, ByVal objArgs As DataGridItemEventArgs)

    If e.Item.ItemType = ListItemType.Item Or e.Item.ItemType = ListItemType.AlternatingItem  Then
        Dim drop1 As DropDownList = objArgs.Item.FindControl("myDDL")
        Dim myDataSet As DataSet   
        Dim myDataTable As DataTable

            myDataSet = CType(Session("data"), DataSet)
            myDataTable = myDataSet.Tables("Tabel")

        Dim myDataView As DataView

            myDataView = New DataView(myDataTable)
            drop1.DataSource = myDataView
            drop1.DataMember = "Tabel"
            drop1.DataTextField = "aantal"
            drop1.DataValueField = "aantal"
            drop1.DataBind()
               ' add this to initialize the third column  with the value 1 (or write it derectly on the aspx)
                e.Item.Cells[2].Text = 1;


    end  If
End Sub

And finally write this to the onselectedindexchanegd handler
Public Sub ddl_change(object sender, System.EventArgs e)
   Dim ddl as DropDownList = Ctype(sender, DropDownList) 
    ' get the datagrid  item being used bounded. Note that is the parent of the parent of the ddl
    Dim dgi As DataGridItem = Ctype(ddl.Parent.Parent, DataGridItem)
    dgi.Cells[2].Text = ddl.SelectedItem.Value
End sub

first of all if you want to raise the onselectedindexchanged event you have to set the autopostback property of the dll to true. Secondly, this is the correct signature for that event of the ddl
DDL_Changer(object sender, System.EventArgs e)

Also, I've seen your code and maybe this is not exactly what you want... Explain a bit what you want to do with that ddl