You can send the Array Collection that populates a DataGrid back to the server. You may opt to convert the object to an XML object or do what I have done is send Array objects back using AMF to the server for consumption within your application.
You may want to use Flash Remoting (ColdFusion), BlazeDS (Java, ASP, etc.) or LCDS to send the object back. NOTE: If you want you can send dg.dataProvider and dg.columns to the server these will be available as array of structures. Enjoy!!!