Is there any point in using the .NET Error Provider to display broken rules within a (Winforms) datagrid?

I've tried it, and the little error icon appears in the correct column, but always in the first row, even if the error is related to some other row.

This is a basic header-detail form, with an Order shown at the top of the form, and a DataGrid of OrderLines shown at the bottom of the form.

Thanks,
Ric