<asp:DataGrid id="DataGrid1" runat="server" OnCancelCommand="DataGrid1_CancelCommand" OnEditCommand="DataGrid1_EditCommand">
<Columns>
<asp:EditCommandColumn UpdateText="Сохранить" CancelText="Отменить" EditText="Редактировать">
</asp:EditCommandColumn>
</Columns>    
</asp:DataGrid>

private void bindData()
    {
        MySqlDataReader reader = null;
        String myConnectionString = "Database=...";
        MySqlConnection myConnection = new MySqlConnection(myConnectionString);
        string SelectQuery = "SELECT * FROM table1";
        MySqlCommand myCommand = new MySqlCommand(SelectQuery);
        myCommand.Connection = myConnection;
        if (myConnection != null)
            myConnection.Close();
        myConnection.Open();
        DataGrid1.DataSource = myCommand.ExecuteReader();
        DataGrid1.DataKeyField = "STR_NUMBER";
        DataGrid1.DataBind();
        myConnection.Close();
    }
protected void DataGrid1_EditCommand(object source, DataGridCommandEventArgs e)
    {
        DataGrid1.EditItemIndex = e.Item.ItemIndex;
        bindData();
    }
protected void DataGrid1_CancelCommand(object source, DataGridCommandEventArgs e)
    {
        DataGrid1.EditItemIndex = - 1 ;
        bindData();
    }