Need assistance with a DataGridView in vb.net

Hi Experts -
I need help adding a search feature (could be a textbox), in my vb.Net project, to search for a given record in my DataGridView.  When my app first loads, it loads approx. 35,000 records to my DataGridView.   Users are having a difficult time scrolling through all those records.  I need to give them the ability to enter an given loan number on a textbox, and then be able to jump to the desired load on the DataGridView.  How can I do this?

Thanks in advance,
mrotor