I would look into using ADO.net DataSets
and DataTables
as a backing store in memory for your custom data grid. ADO.net allows you to bulk load a data set out of the database and track inserts, updates, and deletes against that data in memory. Once you are done, you can then bulk process the stored transactions back into the database.
The big benefit of using ADO.net is that all the prickly change tracking code is written for you already, and the library is deployed to every .net capable machine.
While it isn't in vogue right now, you can also send ADO.net data sets across the wire using XML serialization for altering and then send it back to be processed into the database.
Google around. There are literally thousands of books, tutorials, and blog posts on how to use ADO.net.