It's easy, select the BindingNavigator on the form followed by selecting the Property Window.
Now to change for example the Add button, select AddNewItem, change the value to None. Now double click on the Add button in the BindingNavigator and add code which will now execute rather than the default behavior. This also means there is no default behavior so you need to write code if that is needed.
Also you can see in one of my code sample I've done this.