Datagridview Column Order From Linq Query?

I am using a modal form with a datagridview in order to populate textboxes on a parent form. The datagridview is bound to an anonymous type resulting from a linq query, which varies depending on the textbox control whose keypress event is called. I always want to display a key value in column 0 of the datagridview (along with a variable number of additional columns), and then use that key value once the user selects a row.

However, when setting an anonymous type from a linq query as the datasource for a datagridview control, the columns are indexed alphabetically rather than in the sequence selected in the query. This requires setting the displayindex as a workaround, and then keeping track of which column contains my key value. I read elsewhere that this was something fixed in VS2008 SP1, but I still encounter the behavior.