Updating a datagrid view bounded to dataset

I have a datagrid web control that I have bounded to a dataset.  I am using the controls update, and edit controls.  I can get the control into edit mode, with the rowediting event.  However not sure what to run in the rowupdating event to replace old value with new and update the dataset.  How do I set the keyfield so it knows what to update?

Try
                With myCMD
                    .Connection = myConn
                    .CommandText = "SELECT * FROM TAG_InspectionCategories "
                    .CommandType = CommandType.Text
                End With
                myDA.SelectCommand = myCMD
                myConn.Open()
                myDA.Fill(dsCategories, "Categories")
                gvCategories.DataSource = dsCategories.Tables(0)
                gvCategories.DataBind()
                myConn.Close()
            Catch ex As Exception
                If myConn.State = ConnectionState.Open Then
                    myConn.Close()
                End If
            End Try

dsCategories.Tables(0).Rows(e.RowIndex).Delete()
        dsCategories.Tables(0).Rows(e.RowIndex).AcceptChanges()
        gvCategories.DataSource = dsCategories.Tables(0)
        gvCategories.DataBind()