BindingNavigator Isn't Tracking

I've just created a simple data source from a single SQL table.  I dragged
some fields onto a new detail form, and VS automatically pops in a
BindingNavigator.  I would think that when I run the project, the binding
navigator would enable me to move backwards and forwards between records on
my detail form, but it doesn't.  The record number changes, but the data in
the bound controls doesn't change.  What could cause this?