Datagrid - OnItemCommand Question

Ok Experts here is another datagrid question..

Have a datagrid with 3 columns, 2 bound and 1 a button column.  When the user clicks the button column I want to grab the row data from the first 2 columns and perform an update to a db.  I have the following questions:

1. How do I get the data from the first 2 columns of the row where the button is pressed?
2. In order to trigger an OnItemCommand must the data grid be binded in the page_load?  If I bind the data in the page_load I can display a generic message to the screen when the button is pressed, however if I bind the data in the Page_PreRender the generic message is no longer displayed when the button is pressed.  (Just using the generic message for testing, eventually this is where the call to the db procedure would go...)  Reason why I had the dg bind in the prerender is because the datagrid values were dependent upon a value the user selected in a dropdownlist of the header which posts back to the current page.  If I keep the bind in the pageload the data is always 1 postback behind b/c as I understand it the page_load is executed prior to the dropdown_selectedIndexChange.

DataGrid:
<ASP:DataGrid id="MyDataGrid" runat="server"
    Width="855"
      OnItemCommand="dgrdItemCommand"
    BackColor="#cccccc"
    BorderColor="#FFFFFF"
    ShowFooter="false"
    CellPadding=3
    CellSpacing="0"
    Font-Name="Verdana" Height="16px" BorderWidth="2"
    Font-Size="11px"
    HeaderStyle-BackColor="#999999" HeaderStyle-Height="16px" HeaderStyle-Font-Size="11px"
    EnableViewState="false"
      HorizontalAlign="Center"
      AutoGenerateColumns="false"
>

<columns>
<asp:BoundColumn
      HeaderText="First Name"
      DataField="FirstName"
      HeaderStyle-Font-Bold="true"
      HeaderStyle-HorizontalAlign="Center"
      ItemStyle-HorizontalAlign="Center" />

<asp:BoundColumn
      HeaderText="Last Name"
      DataField="LastName"
      HeaderStyle-Font-Bold="true"
      HeaderStyle-HorizontalAlign="Center" />


<asp:ButtonColumn CommandName="Delete" Text ="<img border=0 src=../images/icons/trash-24.png>">
      <ItemStyle HorizontalAlign="Center"></ItemStyle>
</asp:ButtonColumn>

</columns>
</asp:DataGrid>

Button:
Sub dgrdItemCommand( s As Object, e As DataGridCommandEventArgs )
  'where I would get the 2 bound values & call the procedure

                If e.CommandName="Delete" Then
            lblOutput.Text = "You clicked one of the delete buttons!"
      Else
            lblOutput.Text = "Error"
      End If
               End Sub