Bound Datagridview: adding multiple rows and save after each add

I am using a Datagridview that is Bound to a Bindingsource.  I add one row by typing values in it and when I leave the row my code writes the additions back to the database. Now here's the problem: Once I enter the 2nd new row no value is automatically entered in the Identity column (like in the first new row) and as soon as I start typing in one of the cells (not the Identity one)  VB Express 2005 starts throwing exceptions (Index N doesn't have a value).

I want to save each new record after it is added so that I can make sure no duplicates are being added.

Any idea how to fix this
      
Thanks
Simmy

OK, I have figured how to add each record by itself and still have it increment the Identity column. Now the problem is that after adding the first new row there is always an extra row at the end of the DataGridView.

Any Ideas
Simmy

This is the code I am using to save the added record:

      Dim AddedRecords As System.Data.DataTable = _
                             NDataSet.Tables("Departments").GetChanges(DataRowState.Added)
      If Not (AddedRecords Is Nothing) Then
        DTableAdapter.Update(AddedRecords)
        NDataSet.Tables("Departments").AcceptChanges()       
      End If