I manually create a datatable and bind it to a datagridview. At runtime people can change the values of one or more rows in the datagridview. There is a button called "Save DataGridView Data". When this button is clicked I want to insert everything in the datagridview control into a table called "Stock" in my MS Access database. The Stock table has same structure as the datatable. I have figured out how to insert a single row into MS Access database by opening and closing the connection and executing the insert command, but in my case there are thousands of rows to be inserted, thus inserting them one by one won't be practical. Is there a way that I can insert the entire datatable at one go?

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You should use oledbdataadapter.

Here are some udeful links.

http://msdn.microsoft.com/en-us/library/system.data.oledb.oledbdataadapter.aspx
http://msdn.microsoft.com/en-us/library/33y2221y(VS.80).aspx
http://social.msdn.microsoft.com/Forums/en-US/winformsdatacontrols/thread/54c5dc9c-e58a-491e-be1f-c85351d9aaf3