If you need to change the value, it is necessary to set the Value property of the cell considering the applied ValueMember. In the code snippet from the help article, it is the SupplierID that should be set.
If you are still experiencing any further difficulties, it would be greatly appreciated if you can provide a sample code snippet for your setup which demonstrates the undesired behavior. Thus, we would be able to investigate the precise case and assist you further.
I hope this information helps. Should you have further questions I would be glad to help.