Source: http://www.java2s.com/Code/CSharp/XML/SavedatainDataGridintoXMLfile.htm
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private void btnReadXml_Click(object sender, System.EventArgs e) {
DataSet ds = new DataSet();
ds.ReadXml("Employee.xml",XmlReadMode.InferSchema);
dataGrid1.SetDataBinding(ds, "Employee");
}
private void btnWriteXml_Click(object sender, System.EventArgs e) {
DataSet ds = (DataSet) dataGrid1.DataSource;
ds.WriteXml("XMLFileOut.xml",XmlWriteMode.IgnoreSchema);
}