binding dataset and datagridview

Hi to everybody, I think I'm really confused with dataset and datagridview. If I modify cell values with a mouseclick, it works fine, but if I assign a value to a datagridview like this:

grd.CurrentCell.Value = myString

the cell value is changed but not the dataSet

to make the dataset changed, I have to assign the value directly to the dataset:

dS.Tables(0).Rows(row)(column) = myString

Is it correct or is there a cleaner way to do this?

thank you!