Update Dataset ?

Hi,
 I am trying to figure out how to update a dataset. Below is my sample code but it gives me this error on the mySqlDataAdapter.Update line.
Dynamic SQL generation for the UpdateCommand is not supported against a SelectCommand that does not return any key column information.

 I looked around and it seems like I'm supposed to add a Primary Key but I did that and still get nothing. Below is my page load code... it is based on the quickstart at http://quickstarts.asp.net/QuickStartv20/howto/doc/adoplus/UpdateDataFromDB.aspx but I'm still having trouble and not sure what I'm missing.
 1 // Create a new Connection and SqlDataAdapter
2 SqlConnection myConnection = new SqlConnection("Server=localhost;uid=user;pwd=password;database=northwind");
3 SqlDataAdapter mySqlDataAdapter = new SqlDataAdapter("Select * from Customers", myConnection);
4 DataSet myDataSet = new DataSet();
5 DataRow myDataRow;
6
7 // Create command builder. This line automatically generates the update commands
8 // for you, so you don't have to provide or create your own.
9 SqlCommandBuilder mySqlCommandBuilder = new SqlCommandBuilder(mySqlDataAdapter);
10
11 // Set the MissingSchemaAction property to AddWithKey because Fill will not cause
12 // primary key & unique key information to be retrieved unless AddWithKey is specified.
13 mySqlDataAdapter.MissingSchemaAction = MissingSchemaAction.AddWithKey;
14 mySqlDataAdapter.Fill(myDataSet, "Customers");
15
16 showData(myDataSet);
17
18 // Set PK of table to CustomerID ??
19 DataColumn[] pk = new DataColumn[1];
20 pk[0] = myDataSet.Tables["Customers"].Columns["CustomerID"];
21 myDataSet.Tables["Customers"].PrimaryKey = pk;
22
23 // Edit some data
24 myDataSet.Tables["Customers"].Rows[0]["ContactName"] = "Maria Anders2";
25 //DataRow myDataRow1 = myDataSet.Tables["Customers"].Rows.Find("ALFKI");
26 //myDataRow1["ContactName"] = "Maria Anders2";
27
28 showData(myDataSet);
29
30 //Update DB
31 mySqlDataAdapter.Update(myDataSet, "Customers");
32  
Thanks!