>>>>Add one extra pixel at the end of the grid. This prevents this from happening.
>>>
>>>To the width of the grid or the column?
>>
>>To the width of the grid.
>
>Thanks - as I just wrote Sergey, it partially worked. The behavior still happens if I tab left from the first column.

I guess you would need special code in KeyPress of the first column (or bind to grid) to prevent this behavior completely. I have a feeling this problem was discussed on MSDN forum some time ago and Marcia Akins provided some code, but I may be wrong.