How can I "double-click, edit and save while-leaving" a Windows Forms DataGridView CurrentCell?

I'm barely new with WinForm's DataGridView control and quite honestly I'm having a hard time trying to mix and match its events and methods (e.g. CommitEdit() method didn't do what I've expected) to implement the simple concept of "entering edit mode by double-clicking the cell, modify its value (hopefully doing some sort of validation) and saving changes when leaving the aforementioned cell. My actual code looks like this and it's definitely incomplete:

// DEBUG

private void myDataGridView_CellDoubleClick(object sender, DataGridViewCellEventArgs e)
{
    this.myDataGridView.BeginEdit(true);
    this.myDataGridView.CurrentCell.ReadOnly = false;
}

private void myDataGridView_CellLeave(object sender, DataGridViewCellEventArgs e)
{
    this.myDataGridView.EndEdit();
}

private void myDataGridView_CellBeginEdit(object sender, DataGridViewCellCancelEventArgs e)
{
    DataGridViewCellStyle editCellStyle = new DataGridViewCellStyle();
    editCellStyle.BackColor = System.Drawing.Color.DarkOrange;
    editCellStyle.ForeColor = System.Drawing.Color.Black;
    this.myDataGridView.CurrentCell.Style.ApplyStyle(editCellStyle);
}

private void myDataGridView_CellEndEdit(object sender, DataGridViewCellEventArgs e)
{
    DataGridViewCellStyle defaultCellStyle = new DataGridViewCellStyle();
    defaultCellStyle.BackColor = System.Drawing.Color.White;
    this.myDataGridView.CurrentCell.Style.ApplyStyle(defaultCellStyle);
}

// DEBUG

So as you might notice any help you could provide will be really valuable and definintely appreciated. Thanks much you guys in advan开发者_StackOverflow社区ce!

Wow, turns out the "Entity" (LINQ-to-SQL) I'm dealing with has no PK hence LINQ is unable to update it so it's not DGV's fault. Sorry about that.