Delete a datagridview row

Question

Hi,
I am new to .net developping. I am developping a C#.net windows application in VS2005. I have a datagridview in it, its dataset is built at run time. i need to know what's the best way to use in order to delete a record from the database when it's deleted from the datagridview. I need a code sample also please.
Thanks in advance