As @wjousts said, you need to save changes to the database.
If you bind a datagridview control to a datatable which data is got from database, you have got the datagridview bind to the datatable instance. Any Changes of the datatable will not impact the database.
Useful link:
How To Update a SQL Server Database by Using the SqlDataAdapter Object in Visual C# .NET
http://support.microsoft.com/kb/308507/en-us
Best regards,
Ling Wang
Please remember to click “Mark as Answer�on the post that helps you, and to click “Unmark as Answer�if a marked post does not actually answer your question. This can be beneficial to other community members reading the thread.