Which Events to use?

Use the CellValidating event.  Example code from MSDN:

Private Sub dataGridView1_CellValidating(ByVal sender As Object, _
    ByVal e _
    As DataGridViewCellValidatingEventArgs) _
    Handles dataGridView1.CellValidating

    Me.dataGridView1.Rows(e.RowIndex).ErrorText = "" 
    Dim newInteger As Integer 

    ' Don't try to validate the 'new row' until finished  
    ' editing since there 
    ' is not any point in validating its initial value. 
    If dataGridView1.Rows(e.RowIndex).IsNewRow Then Return 
    If Not Integer.TryParse(e.FormattedValue.ToString(), newInteger) _
        OrElse newInteger < 0 Then

        e.Cancel = True 
        Me.dataGridView1.Rows(e.RowIndex).ErrorText = "the value must be a non-negative integer" 

    End If 
End Sub

Select allOpen in new window

-saige-

You could use the DataGridView.CellContentClick Event to determine which cell in which row was clicked and use the DataGridView.CellLeave Event to make sure the cell is not empty before leaving.

Saige,

So far I think the CellValidating will work, however, I still need some tweeks. Here is what my CellValidating Event looks like:

    Private Sub dgvTension_CellValidating(sender As Object, e As DataGridViewCellValidatingEventArgs) Handles dgvTension.CellValidating
        Try
            Dim cl As DataGridViewCell = dgvTension.CurrentCell

            EH.ErrorMessage = String.Empty

            Select Case e.RowIndex
                Case 0
                    Select Case e.ColumnIndex
                        Case 2  'Output Cell (0 Load)
                            If cl.Value = String.Empty Then
                                gblnEmptyCell = True
                            End If
                    End Select
                Case Else
                    Select Case e.ColumnIndex
                        Case 1  'Output Cell 
                            If cl.Value = String.Empty Then
                                gblnEmptyCell = True
                            End If
                        Case 2

                    End Select
            End Select

            If gblnEmptyCell Then
                e.Cancel = True
                gblnEmptyCell = False
                EH.ErrorMessage = "Cell cannot be empty!" & "~I"
                'dgvTension.CurrentCell = dgvTension(iTensionColIDX, iTensionRowIDX)
            End If

        Catch ex As Exception
            EH.ErrorMessage = "frmCalibration_3/dgvTension_CellValidating() - " & ex.Message & "...Contact Engineering!" & "~E"
        End Try

        EH.ProcessMessages(Me, sbr, EH.ErrorMessage)
    End Sub

Select allOpen in new window

But here is my problem, when this event fires, the cl.Value has a string value of "" even though there is a numeric value in the cell so consequently it will execute the last If statement in the Event. I thought when the CellValidating Event fires...if there is data in a specific cell, it will show (I'm just declaring a variable as DataGridViewCell and assigning the CurrentCell to it).