Datagrid Image Button Select Column

I have a VB .Net app that has a datagrid in it for displaying data from a
data source. I want the leftmost column to be a selectable column where the
user can click an item in that column to select an item (selected index
change event). I used the columns property to add a template column and
then set that column to image button (I want the items in that column to be
images ... thumbnails actually ... a different one for each row). I do not
see a way to specify what images (jpg files) each image button points to.
Any help would be appreciated.

Thanks.