How are you populating your datagrid? Are you simply using the
SqlDataAdapter's fill method? If so, I believe you can do something like
this (treat this is pseudocode):

(assuming ds = your dataset associated with your datagrid, adapter is your
SqlDataAdapter)

Dim row As Data.DataRow

' Get the row at index 0
row = ds.Rows(0)

' Change the column named "col1" in row to string "whatever"
row("col1") = "whatever"

' Use adapter to update underlying table.
adapter.Update(ds, "Table")

Hope that helps.