Hi master, (that doesn't sound right though)
When you implement Delete, Insert and Update operations you must have a DataAdapter and define its Delete, Insert and Update commands. You could use this adapter against your datasource and call the adapters' update method. That is the quickest and easiest way to implement these kind of operations.
SqlDataAdapter adapter = new SqlDataAdapter("SELECT * FROM table1", conn);
adapter.InsertCommand = new SqlCommand("INSERT INTO table1 VALUES(@param1, @param2)", conn);
adapter.InsertCommand.Parameters.Add("@param1",...);
Just do the same to the Update and Delete commands. Then, Create a DataSet and Fill it using the adapter and make it as a datasource of your datagrid...
DataSet ds = new DataSet();
adapter.Fill(ds);
DataGrid1.DataSource = ds;
When you want to send your changes to the database you can just call the adapter.update method...
adapter.Update(ds);
A nice article explaining this in detail :
http://www.codeguru.com/csharp/.net/net_data/datagrid/article.php/c13041
Hope this helps.