(1)你的datagrid 的id ="DG",你是不是在.cs文件中写成了'dg_edit' 
(2)你的edit是不是应该有一个模板列,而且方法应该是protected or public
<asp:TemplateColumn>
<ItemTemplate>
<asp:LinkButton ID="cmdEdit" Runat="server" CommandName="Edit" text="修改" CssClass="login-link01"></asp:LinkButton>
</ItemTemplate>
<EditItemTemplate>
<asp:LinkButton ID="cmdCancel" Runat="server" CommandName="Cancel" text="取消" CssClass="login-link01"></asp:LinkButton>
<asp:LinkButton id="cmdUpdate" Runat="server" CommandName="Update" text="更新" CssClass="login-link01"></asp:LinkButton>
</EditItemTemplate>
</asp:TemplateColumn>
  protected Sub DG_ItemCommand(ByVal source As Object, ByVal e As System.Web.UI.WebControls.DataGridCommandEventArgs) Handles DG.ItemCommand
        If e.CommandName = "select" Then
            e.Item.BackColor = System.Drawing.Color.LightGreen
            e.Item.Font.Bold = True
        Else
            e.Item.BackColor = System.Drawing.Color.White
            e.Item.Font.Bold = False
        End If
    End Sub