MVVM, DataGrid, CollectionViewSource doesn't save with EntityFramework

I'm having trouble saving from a MVVM Datagrid to EntityFramework. Here's the relevant code...

// members in my ViewModel...
 public CollectionViewSource MyEntitys { get; set; }
 private ObservableCollection<MyEntity> MyEntitysInternal { get; set; }

// in my ViewModel constructor...
 MyEntitysInternal = repository.MyEntitys().Local;
 MyEntitys = new CollectionViewSource();
 MyEntitys.Source = this.MyEntitysInternal;

// XAML
<DataGrid x:Name="MyEntityDataGrid"
    AutoGenerateColumns="False" 
    CanUserAddRows="True"
     CanUserDeleteRows="True"
     IsReadOnly="False"
     SelectionMode="Single"
     SelectionUnit="FullRow"
     ItemsSource="{Binding MyEntitys.View, UpdateSourceTrigger=PropertyChanged}"
     SelectedItem="{Binding Path=CurrentMyEntity, Converter={StaticResource ignoreNewItemPlaceHolderConverter}}"
  IsSynchronizedWithCurrentItem="True">

Note: IgnoreNewItemPlaceholderConverter comes from here to avoid a binding issue:   http://blog.spencen.com/2009/04/30/problems-binding-to-selectedvalue-with-microsoftrsquos-wpf-datagrid.aspx
 
My problem is when I add a new row in the datagrid, I see an object in the ObservableCollection, but I can't tell programmatically if it's a new object and entities.SaveChanges() doesn't write it to SQL.

I hooked a CollectionChanged event to the ObservableCollection (see this thread http://social.msdn.microsoft.com/Forums/en-US/d6777acb-a262-4096-8e6e-d270cb0670c8/ef5-dbcontextsavechanges-datagrid-saves-updates-but-no-inserts-and-deletes), but it fires as soon as the user types in a single cell even when I set UpdateSourceTrigger=LostFocus, so the collection has no items. This seems to be more of WPF issue than an EF issue.

Any advice what I'm doing wrong?

Many Thanks!