Exception: Object reference not set to an instance of an object

Question

Hello to you all...   I got this code:

"     myService ms = new myService();

      DataSet ds = new DataSet();

>>  dataGridView1.DataSource = ms.GetAllConnected();"

At the last line when I'm placing data DataSet from a method that called from Web Service I got this exception. I have checked with the debugger and the method GetAllConnected()  returning the dataSet that I need, so the problem isn't this.

Soes someone know why it's happening ?  

Thank's from a head, Lior..