Try
            baglanti.Open()
            Dim sorgu As String
            For a = 0 To DataGridView1.RowCount - 1
                sorgu = "UPDATE donem SET donemler = '" & DataGridView1.Rows(a).Cells(1).Value.ToString() & "' where sira_numarasi=" & DataGridView1.Rows(a).Cells(0).Value.ToString() & ""
                Dim cmd As New OleDbCommand(sorgu, baglanti)
                cmd.ExecuteNonQuery()
            Next
            baglanti.Close()
        Catch ex As Exception
            If ex.Message = "Nesne başvurusu bir nesnenin örneğine ayarlanmadı." Then
                baglanti.Close()
            Else
                MsgBox(ex.Message)
                baglanti.Close()
            End If
        End Try

Dim baglanti As New OleDbConnection("Provider=Microsoft.Jet.OLEDB.4.0;Data Source=grid.mdb")
  Dim ds As DataSet
  Dim adapter As OleDbDataAdapter
  Dim cbuilder As OleDbCommandBuilder

Try

      If baglanti.State = ConnectionState.Closed Then
        baglanti.Open()
      End If

      adapter = New OleDbDataAdapter("SELECT * FROM donemler", baglanti)
      ds = New DataSet()
      adapter.Fill(ds, "Donemler_Tablosu")
      DataGridView1.DataSource = ds.Tables(0)

    Catch ex As Exception
      MsgBox(ex.Message)
    End Try

Try

      cbuilder = New OleDbCommandBuilder(adapter)
      adapter.Update(ds, "Donemler_Tablosu")

    Catch ex As Exception
      MsgBox(ex.Message)
    End Try