Typically, that's a result of the subform returning no data. The may also not be a form associated with the subform object (see my next comment).
How do i change the design of it from Datasheet?
You should have a form that correspons to the subform - you can see which one it is by checking the SourceObject property of the subform control.
Open the form by itself and check it out. You can design the suborm to look anyway you want. One of the form properties is called ViewsAllowed, which may be set to Datasheet. Change it to Form or Both (the default of Both is Form).
In the subform link properties, Ikeep getting ' Can't link between unbound forms'
That's the way it is - Access does not let you link parent to child in unbound forms.
What are you trying to do - I'm sure there's another way to do it.
Note: I'm basing this on Access 97 - newer versions may be different.