public void AddNewRow(object sender, System.EventArgs e)
{
  dgSearchResults.DataBind();
  DataSet ds = (DataSet) Session["dgSearchResults"];
  DataTable dt = ds.Tables[ds.Tables[0].TableName];
  DataRow dr = dt.NewRow();
  dt.Rows.Add(dr);
  dgSearchResults.EditItemIndex = dgSearchResults.Items.Count;

  // Bind the data
  dgSearchResults.DataSource = ds.Tables[0];

  // Display the data
  dgSearchResults.DataBind();
  Session["newrecord"] = true;
}

public void EditCommand(Object sender, DataGridCommandEventArgs e)
{
  dgSearchResults.EditItemIndex = e.Item.ItemIndex;
  dgSearchResults.DataBind();

}

public void CancelCommand(Object sender, DataGridCommandEventArgs e)
{
  DataSet ds = (DataSet) Session["dgSearchResults"];
  DataTable dt = ds.Tables[ds.Tables[0].TableName];
  DataRow drLast = dt.Rows[dt.Rows.Count-1];
  if (drLast.RowState == DataRowState.Added)
    drLast.RejectChanges();

  dgSearchResults.EditItemIndex = -1;
  dgSearchResults.DataBind();
}

public void UpdateCommand(Object sender, DataGridCommandEventArgs e)
{
 
  bool newrecord=false;
  int KeyID=0;
  System.Data.DataSet ds = new DataSet();
  int griditem  = dgSearchResults.EditItemIndex+2;
  string NonKeyField = "dgSearchResults:_ctl"+griditem.ToString()+":txtNonKeyField";
  NonKeyField = Request.Form.Get(NonKeyField)+"";;

  string NonKeyField2 = "dgSearchResults:_ctl"+griditem.ToString()+":txtNonKeyField2";
  NonKeyField2 = Request.Form.Get(NonKeyField2)+"";

  try
    {
    if ((bool)Session["newrecord"]) newrecord = true;
    }
  catch
    {
    newrecord = false;
    }

  if (newrecord)
    {
     if (NonKeyField=="")
     {
       ds = (DataSet) Session["dgSearchResults"];
       DataTable dt = ds.Tables[ds.Tables[0].TableName];
       DataRow drLast = dt.Rows[dt.Rows.Count-1];
       if (drLast.RowState == DataRowState.Added)
       drLast.RejectChanges();
     }
     else
    {
      CurrentConn.Open();
	  string insertSQL = 
	    "INSERT INTO TABLE (ID, Field1) _
		values('"+NonKeyField+"', '"+NonKeyField2+"')";
      OleDbDataAdapter adapter = new OleDbDataAdapter(insertSQL,CurrentConn);
      adapter.Fill(CurrentDS);
      CurrentConn.Close();
      adapter.Dispose();
    }
  }
  else
  {
    KeyID = (int)dgSearchResults.DataKeys[(int)e.Item.ItemIndex];
    CurrentConn.Open();
	string updateSQL = 
	  "UPDATE TABLE set ID  = '"+NonKeyField+"', _
	  Field1  = '"+NonKeyField2+"' _
	  where ID = "+KeyID.ToString());
    OleDbDataAdapter adapter = new OleDbDataAdapter(updateSQL,CurrentConn);
    adapter.Fill(ds);
    CurrentConn.Close();
    adapter.Dispose();
  }
  
  CurrentConn.Open();
  string insertSQL = 
    "SELECT ID as 'KeyID', Field1  as 'NonKeyField', _
	Field2 as 'NonKeyField2' FROM TABLE";
  OleDbDataAdapter adapter = new OleDbDataAdapter(insertSQL,CurrentConn);
  adapter.Fill(ds);
  CurrentConn.Close();
  adapter.Dispose()
  
  Session["dgSearchResults"] = ds;
  dgSearchResults.EditItemIndex = -1;
  dgSearchResults.DataSource = ds.Tables[0];
  dgSearchResults.DataBind();

}

private void Page_Load(object sender, System.EventArgs e)
{
  System.Data.DataSet ds = new DataSet();
  dgSearchResults.Visible = true;

  if (this.Page.IsPostBack) {
    ds = (DataSet) Session["dgSearchResults"];
  }
  else {
    ds = CreateDataSet("selectType","","","");
    Session["dgSearchResults"] = ds;
  }

  dgSearchResults.DataSource=ds.Tables[ds.Tables[0].TableName];
  dgSearchResults.DataBind();
  ds.Dispose();
}

<asp:DataGrid id="dgSearchResults" 
  runat="server" 
  DataKeyfield="KeyID" 
  ShowFooter="True" 
  AutoGenerateColumns="False" 
  OnCancelCommand="CancelCommand" 
  OnUpdateCommand="UpdateCommand" 
  OnDeleteCommand="DeleteCommand" 
  OnEditCommand="EditCommand">
    <Columns>
    <asp:TemplateColumn HeaderText="Name">
      <ItemTemplate>
        <%# DataBinder.Eval(Container.DataItem, "NonKeyField") %>
      </ItemTemplate>
      <FooterTemplate>
        <asp:LinkButton id="LinkButton1" 
          runat="server" text="Add New" OnClick="AddNewRow">
        </asp:LinkButton>
      </FooterTemplate>
      <EditItemTemplate>
        <asp:textbox runat="server" 
          id="txtNonKeyField" 
          Text='<%# DataBinder.Eval(Container.DataItem, "NonKeyField") %>'>
        </asp:textbox>
      </EditItemTemplate>
    </asp:TemplateColumn>    <asp:TemplateColumn HeaderText="">
    <ItemTemplate>
      <%# DataBinder.Eval(Container.DataItem, "NonKeyField2") %>
    </ItemTemplate>    <EditItemTemplate>
      <asp:textbox runat="server" 
         id="txtNonKeyField2" 
         Text='<%# DataBinder.Eval(Container.DataItem, "NonKeyField2") %>'>
      </asp:textbox>
    </EditItemTemplate>
  </asp:TemplateColumn>
			
  <asp:EditCommandColumn 
    ButtonType="LinkButton" 
    UpdateText="&lt;img src=images/OK_btn.gif" 
    CancelText="&lt;img src=images/Cancel_btn.gif" 
    EditText="&lt;img src=images/edit_btn.gif">
  </asp:EditCommandColumn>
  </Columns>
</asp:DataGrid>