cell validating in datagridview

I am struggling to validate cells in datagridview view.
I have created a very simple vb application in vb studio 2005.
created datasourse, databinding etc. Dragged and dropped a datagridview on my form including the little toolstrip bar with
with add new row, delete and save buttons.

When I click add new row it creates a new row which is empty. If I fill in the two columns and click save it works.
If I forget to input a value it obviously gives me a vb empyt string error. Can you please show me a small example of how a validation would work. I tried the one from MSDE but could not get it to work.  Here is all the code I have in my application>

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Public Class Form1

    Private Sub PupilRecordsBindingNavigatorSaveItem_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles PupilRecordsBindingNavigatorSaveItem.Click
        Me.Validate()
        Me.PupilRecordsBindingSource.EndEdit()
        Me.PupilRecordsTableAdapter.Update(Me.SchoolDataSet.pupilRecords)
    End Sub

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
        'TODO: This line of code loads data into the 'SchoolDataSet.pupilRecords' table. You can move, or remove it, as needed.
        Me.PupilRecordsTableAdapter.Fill(Me.SchoolDataSet.pupilRecords)

    End Sub

    Private Sub BindingNavigatorDeleteItem_Click(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles BindingNavigatorDeleteItem.Click

    End Sub

    Private Sub PupilRecordsDataGridView_CellEndEdit(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellEventArgs) Handles PupilRecordsDataGridView.CellEndEdit
        PupilRecordsDataGridView.Rows(e.RowIndex).ErrorText = String.Empty
    End Sub

    Private Sub PupilRecordsDataGridView_CellValidating(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellValidatingEventArgs) Handles PupilRecordsDataGridView.CellValidating
        If PupilRecordsDataGridView.Columns(e.ColumnIndex).Name = "Name" Then

            If String.IsNullOrEmpty(e.FormattedValue.ToString()) Then
                PupilRecordsDataGridView.Rows(e.RowIndex).ErrorText = "Empty"
                e.Cancel = True
            End If
        End If

    End Sub

End Class
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I might have the code in the wrong place because nothing happens with that.

thanks

Max