Hi Basha
To change the data in the database itself you have to first see if the dataset has changes and then update the database. The changes you make to the datagrid will be reflected in the dataset, but if you close the form without updating the dataset you will lose the changes.
You can create a commandbuilder which will create the commands to update the database for you, and you have to use the same dadaAdapter you used to fill the dataset.
Hope it helps.