Did you set the validation criterion using the validation provider on the cells of the datarow template?

For your last question you need to invoke the ValidationProvider.Validate() method to update the validation if you are using the manual mode.

You can choose when to invoke validation according to your needs.

If you want to invoke when the cell leaves, you can handle the Cell.LeavingEdit or any other event on the cell. Again you must do this on the DataRowTemplate of the grid so that all cells of the same type use your handlers.

Also you can look at the GridValidator sample located in your samples directory (i.e.:  C:\Xceed Component Samples\Xceed Input Validator for .NET 1.2\Samples\Visual Basic .NET\GridValidator\ under Vista or C:\Program Files\Xceed ComponentsXceed Input Validator for .NET 1.2\Samples\Visual Basic .NET\GridValidator\ under XP) for info on how to setup and invoke validation on the grid programmatically.