gridControl1.BeginInit() 

gridControl1.DataSource = dataSet11
gridControl1.DataMember = "Orders" 

Dim cell As DataCell 

For Each cell in gridControl1.DataRowTemplate.Cells
  AddHandler cell.ValidationError, AddressOf Me.cell_ValidationError
Next cell 

gridControl1.EndInit() 

Private Sub cell_ValidationError( ByVal sender As Object, ByVal e As CellValidationErrorEventArgs )
  ' code to prevent the cell from exiting edit mode
  e.CancelEdit = False
End Sub

gridControl1.BeginInit(); 

gridControl1.DataSource = dataSet11;
gridControl1.DataMember = "Orders"; 

foreach( DataCell cell in gridControl1.DataRowTemplate.Cells )
{
  cell.ValidationError += new CellValidationErrorEventHandler( this.cell_ValidationError );
} 

gridControl1.EndInit(); 

private void cell_ValidationError( object sender, CellValidationErrorEventArgs e )
{
  // code to prevent the cell from exiting edit mode
  e.CancelEdit = false;
}