Hi Parth,
I am not exactly sure what you are doing in your application, but the issue you are having is not expected. What is the exact version of the DataGrid are you using? Are you able to replicate this issue in a smaller application? If you can, can you upload it so that I can take a look at what is going on so that I can provide you with a possible solution?
Marc
Developer in Technical Support
Xceed - Multi-talented components - http://xceed.com