At no point are you actually saving the records. You fetch them from the server, but using ADO.NET, you need to explicitly update them as well.
It's been a long time since I used ADO directly to do this, but look at
, which is used to execute a statement rather than Selecting, which is what you're doing with
As a side note, try to separate your UI stuff from your data access stuff. For example, you open a connection, fill a dataset, apply the bindings to the UI, then close the connection. For one, the connection should be open only for as long as you need it (and the connection and command objects should be wrapped in a With block to ensure proper disposal - they're both IDisposables), and for two, if you return the data set to some other calling method then use that to bind the UI stuff, you've done well at separating concerns, which often means it's easier to make sense of other things on the whole.