Update Datagridview to the database

Please tell, which database you are using?

Look man, as you say,
"I have used dataset , bindingsource and dataadapter on the form."

These APIs do not keep track of what is happening in the dataGridView. These are just used to retrieve data. If you want to save data after editing the dataGridView, you have to write the logic manually by yourself. For this please see the events associated with dataGridView.

OR

My suggestion in this regard is to leave the old ADO .Net(technology you are using) and try the new Entity Framework. This can perform automatic updates at the back end database keeping all the changes in the context.

For this, try this link:

http://www.codeproject.com/KB/database/IntroEntityFramework3.aspx

Hope this will help, Good Luck!

If You use dataSet then see whether it have query for update or not in table adapter.
Now take a button on which click the data will be saved in database.
on this button click event use

private void button2_Click(object sender, EventArgs e)
       {
           try
           {
               yourTableAdapter.Update(yourDataSet.tablename);
               MessageBox.Show("Record Updated", "Message", MessageBoxButtons.OK, MessageBoxIcon.Information);
           }
           catch (Exception ex)
           {
               MessageBox.Show("Some Error in Update", "Message", MessageBoxButtons.OK, MessageBoxIcon.Information);
           }

       }

Note:This code is in C#.