Alvin,
I don't do much with the ASP.NET datagrid, but there's an author named Dino Esposito who has written a number of good books and articles on the ASP.NET grid.
Try some web searches on his name, and also check out his name on MSDN. I think he might have written a few articles in CoDe magazine as well.
Also, Marcie Robillard (
www.datagridgirl.com) has some good material on the asp.net grid. You might want to check out her feature articles on her home page, if you can get past the initial shock of a website that was probably intended for the Olsen twins.
Kevin