save new rows in grid

If you are updating using something like a DataAdapter then you just call the Update() method passing it your DataSet/DataTable. The DataAdapter will figure out for itself which rows require inserts and which require updates.

can you send me a sample code, how to do this?

Very simplisticly:

Dim cn As New SqlConnection("Your connection string")
Dim adap As New SqlDataAdapter("SELECT SomeColumns FROM SomeTable", cn)

Dim dt As New DataTable()
adap.Fill(dt)

'// add some rows, change some rows, etc

'// commit the changes
adap.Update(dt)

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Thanks.