Public Class MyDGV
    Inherits System.Windows.Forms.DataGridView
    Protected Overrides Function ProcessCmdKey(ByRef msg As Message, ByVal _
      keyData As Keys) As Boolean
        If keyData = Keys.Enter AndAlso Me.CurrentCell.ColumnIndex < _
        Me.ColumnCount - 1 Then
            Me.CurrentCell = Me(Me.CurrentCell.ColumnIndex + 1, _
            Me.CurrentRow.Index)
            Return True
        End If
        Return MyBase.ProcessCmdKey(msg, keyData)
    End Function
End Class

Private Sub MyDGV1_CellValidating(sender As Object, e As _
  System.Windows.Forms.DataGridViewCellValidatingEventArgs) Handles _
  MyDGV1.CellValidating
        Dim headerText As String = _
       MyDGV1.Columns(e.ColumnIndex).HeaderText
        ' Abort validation if cell is not in the Beleg_Nr column.
        If Not headerText.Equals("Beleg_Nr") Then Return
        ' Confirm that the cell is not empty.
        If (String.IsNullOrEmpty(e.FormattedValue.ToString())) Then
            MyDGV1.Rows(e.RowIndex).ErrorText = _
                "Dieses Feld darf nicht leer sein"
            e.Cancel = True
        End If
    End Sub