First of all iGrid is a versatile tool to build unbound tabular interfaces, and it does not implement built-in data binding because of that. You should think about iGrid as a powerful editable replacement for the Windows native ListView control in this context.
The FillWithData method is a helper to upload data from typical ADO.NET data sources into iGrid, but it's a one-way road. The data are only copied to iGrid, and any changes in the grid are not reflected in the data source you used to populate the grid.
However, all this does not mean we cannot implement data binding in iGrid. We can do that using the rich member set of this control. If you install the iGrid demo, you can find the 'Bind to DataTable' sample in the 'Ideas for Your Apps' sample group in the main demo that demonstrates one of the possible ways how you can implement data binding in iGrid. This sample can be used a basis to implement any data update strategy in your app, which can be more useful than having a hard-coded data-binding approach you can't change.
Examine the source code of the sample and feel free to contact us if you have any troubles with implementing data binding with iGrid.