DoEvents and Form Unload / visual basic

One, I’ve a loop loading 10,000 data in the grid.
second, i used doevents in the loop so that user can navigate grid as he views the records..
third, if user at same time tries to close the form the form is getting closed and it shows the error of commandtext and form is again loaded and grid continues to load data it left it when form was closed.

fourth, third point has screwed me.

Please heeeeeeeeeeeeeeeeelp