While I am sure you made it work,

I wouldn't be so sure about that < vbg >. Actually, this code is from an incremental search text box that I use in my grids and that code was tested and works. However, Jeff said that he has his grid's AllowCellSelection property set to false. Therefore, this code would have to go into the grid's KeyPress.

there is one thing which confuses me. Wouldn't the code to handle the keystrokes have to be invoked from each and every Column.TextBox.KeyPress? Wouldn't the KeyPress here have precedence over the Grid.KeyPress?

Nope. With AllowCellSelection set to false, the control contained in the grid column never receives the KeyPress.

Anyway, when Jeff said that he wanted it to finction just like incrememntal search does in a listbox, I assumed that he wanted to search on the first column only. After all, this is how listbox's function.