Don't change from Edit link to Update and Cancel in gridview when bind data in code behind insteaf of in asp.net page

Question

I test the demo on link: http://csharpdotnetfreak.blogspot.com/2009/05/gridview-sqldatasource-insert-edit.html It worked fine. But when I get data from a function in code behind, instead of use DataSourceID="SqlDataSource1" like demo, by bind data to gridview in code behind like that:

protected void Page_Load(object sender, EventArgs e)
{
    lblMessage.Text = "";
    if (!IsPostBack)
    {
        GridView1.DataSource = MyFunctionGetData();
        GridView1.DataBind();
    }

}

When I click to Edit link in gridview, it don't change to Update and Cancel link and don't run to EditItemTemplate in debug mode like above demo.