Thank you for writing.
Please, read this MSDN
article describing how to save Dataset Changes to a Database - you should call the Update method of a TableAdapter or data adapter. The adapter's Update method updates a single data table and executes the correct commands. The suitable place to do this is the Grid's ValueChanged
I hope this is helpful. Do not hesitate to write back anytime you have further questions or need assistance.
All the best,
the Telerik team