A few things to think about. What's to stop you migrating again. Does the table have an Identity property, if so are you regenerating it, or do you want to saet identity insert on and off again.
If you go for regenrate don't forget to move any linked records as well.
Getting the selected data in there is simply a matter of going from selected in the grid, to the underlying dataset, establishing a connection to your sql server and then executing an insert query with parameters filled from the data. Assumes this is a one for one convert with compatible datatypes of course.
It would be easier tio just migrate everything in to SQL server and then delete waht you don't want.