What I intend to do is explain each step of the process and describe what you actually need to do support data binding in a WebControl against what the MSDN sample says you have to do. For this demonstration I created a very simple control that does nothing other than expose properties that can be used to bind to a data source, a table within that data source and finally some fields that reside in that table in the same manner as a listbox.

public class SimpleDataBoundControlDesigner : ...
{
    ...

    IEnumerable IDataSourceProvider.GetResolvedSelectedDataSource() 
    {
        object selectedDataSource = 
            ((IDataSourceProvider)this).GetSelectedDataSource();

        DataView dataView = null;

        if (selectedDataSource is DataSet)
        {
            // find the correct table or if non set the look up the first table

            DataSet dataSet = (DataSet)selectedDataSource;
            DataTable dataTable = null;

            if ((DataMember != null) && (DataMember.Length>0))
                dataTable = dataSet.Tables[DataMember];
            else
                dataTable=dataSet.Tables[0];

            // we found a table so lets just get its default view

            if (dataTable!=null) 
            {
                dataView = dataTable.DefaultView;
            }
        }
        else if (selectedDataSource is DataTable)
        {
            // just get the default view since we have just been given a table

            dataView = ((DataTable)selectedDataSource).DefaultView;
        }
        else if (selectedDataSource is IEnumerable)
        {
            // might as well just see if it will cast as this is 

            // the MS sample's default

            return selectedDataSource as IEnumerable; 
        }

        return dataView as IEnumerable;
    }

}