I don't have the northwind database, but if you modify this to use any table with an "ID" primary key and a name column or something similar, you should get the same results:
Here's the grid and LLBLGen data source
        
            <llblgenpro:LLBLGenProDataSource2 ID="fuelTypes" runat="server" AdapterTypeName="Entropy.Envoy.DAL.Generated.DatabaseSpecific.DataAccessAdapter, Entropy.Envoy.DAL.GeneratedDBSpecific"
                DataContainerType="EntityCollection" EntityFactoryTypeName="Entropy.Envoy.DAL.Generated.FactoryClasses.FuelTypeEntityFactory, Entropy.Envoy.DAL.Generated"
                LivePersistence="false" OnPerformGetDbCount="GetDbCount" OnPerformWork="PerformWork" OnPerformSelect="PerformDBSelect">
            </llblgenpro:LLBLGenProDataSource2>
<asp:GridView EnableViewState="false" ID="GridView1" runat="server" AutoGenerateColumns="False" DataKeyNames="ID"
            DataSourceID="fuelTypes">
            <Columns>
                <asp:CommandField ShowEditButton="True" />
                <asp:BoundField DataField="Name" HeaderText="Name" SortExpression="Name" />
            </Columns>
        </asp:GridView>
And heres the code behind
using System;
using System.Collections.Generic;
using System.Web.UI;
using System.Web.UI.WebControls;
using Entropy.Envoy.DAL.Generated;
using Entropy.Envoy.DAL.Generated.DatabaseSpecific;
using Entropy.Envoy.DAL.Generated.EntityClasses;
using SD.LLBLGen.Pro.ORMSupportClasses;
namespace AJAXEnabledWebApplication1
{
    public partial class _Default : Page
    {
        protected void Page_Load(object sender, EventArgs e)
        {
            fuelTypes.AdapterToUse = GetDAA();
        }
        private static DataAccessAdapter GetDAA()
        {
            return
                new DataAccessAdapter(
                    "Stick a Valid Connection String here",
                    false,
                    CatalogNameUsage.ForceName,
                    "");
        }
        protected void PerformWork(object sender, PerformWorkEventArgs2 e)
        {
            List<UnitOfWorkElement2> insertItems = e.Uow.GetEntityElementsToInsert();
            foreach (UnitOfWorkElement2 item in insertItems)
            {
                // I do a bit of entity tweaking here, commented out for brevity
            }
            e.Uow.Commit(GetDAA(), true);
        }
        protected void PerformDBSelect(object sender, PerformSelectEventArgs2 e)
        {
            GetDAA().FetchEntityCollection(e.ContainedCollection, e.Filter, 0, e.Sorter, e.PrefetchPath);
        }
        protected void GetDbCount(object sender, PerformGetDbCountEventArgs2 e)
        {
            e.DbCount = GetDAA().GetDbCount(e.ContainedCollection, e.Filter);
        }
    }
}
This code won't work unless I enable ViewState on the Grid. I'm using LLBLGen 2.0 (2.0.7.122).
Thanks