Listbox:

                    <asp:DropDownList ID="ListCriteria" runat="server"
AutoPostBack="True">
                        <asp:ListItem Selected="True"
Value="1">Positive</asp:ListItem>
                        <asp:ListItem Value="2">Negative</
asp:ListItem>
                        <asp:ListItem Value="3">All</asp:ListItem>
                    </asp:DropDownList><br />

Function:
    Function GetDataSource()

        Dim VarDataSource As String
        If Me.ListCriteria.SelectedValue = 1 Then
            VarDataSource = "SELECT * FROM [CustomerList] WHERE
Amount>0"

        ElseIf Me.ListCriteria.SelectedValue = 2 Then
            VarDataSource = "SELECT * FROM [CustomerList] WHERE
Amount<0"

        Else
            VarDataSource = "SELECT * FROM [CustomerList]"

        End If

        Return VarDataSource
    End Function

SelectCommand:

SelectCommand="<%#GetDataSource().ToString()%>"

I don't get any records back. Off course, when I try to do this
manually with criteria from ListBox it works fine.

Any suggestions?

Your function is not defined correctly, it should be:

Function GetDataSource(ByVal  X as Integer) as String
    some code
    return
End Function

Hope this helps,
Verci