<snip>
>SqlCommandBuilder oBuilder = new SqlCommandBuilder(oDataAdapter);
>oDataAdapter.Update(oDataSet, oDataSet.Tables[0].TableName);

>This throws an error because there is no data adapter. It works if I do:

>string sSelectCommand = "select * from Customers where CustomerKey = 1";
>SqlDataAdapter oDataAdapter = new SqlDataAdapter(sSelectCommand, oConnection);

>before hand. But my question is that this seems to be making a call into the DB just to save a new record.

This is because you are using the CommandBuilder. If you instead use some other methodology (such as rolling your own, as I have posted previously), and you don't use the CommandBuilder, than it will not make an extra call to the database ... it's the CommandBuilder that is doing this.

~~Bonnie