Buhhhhhh, ok I got it!!!! (spent several days on this one)
The problem was as follows:
I've built a WPF user control, containing the dataGrid, that resides on a dialog window.
When the user presses the SAVE button, I did Close() on the window.
The closing of the window had a sideeffect on the EndEdit. Now I delayed the closing of the window and it works... :-)
Thanks to all....
P.S.: The real problem is, that I use this "Microsoft Technology" (.NET Framework, WPF, C#, Visual Studio, ....)
Live was so easy and perfect two years ago with Borland Delphi. Software-Developement was rapid, easy, stable, fast and cheap (compared to now). Ok, C#/WPF is real progress compared to C++/MFC, but is is a big step back compared to Delphi/VCL, imho.