En el evento CellBeginEdit programo esto
Código ASP:
Ver originalPrivate Sub dgv_CellBeginEdit(ByVal sender As Object, ByVal e As _ System.Windows.Forms.DataGridViewCellCancelEventArgs) Handles dgv.CellBeginEdit
Dim lColumnName As String = dgvComprobante.Columns(e.ColumnIndex).Name
dgvComprobante.CurrentRow.ErrorText = String.Empty
Select Case lColumnName
Case "establecimiento"
Dim lIndexColumn1 As Integer = dgvComprobante.Columns("establecimiento").Index
For Each lRow As DataGridViewRow In dgvComprobante.Rows
dgvComprobante.UpdateCellValue(lIndexColumn1, lRow.Index)
Next
Dim dgvColumn As New DataGridViewComboBoxCell
dgvColumn.DataSource = ListaEstablecimiento
dgvColumn.ValueMember = "codigo"
dgvColumn.DisplayMember = "establecimiento"
dgvColumn.Value = ""
dgvComprobante.Item(lColumnName, e.RowIndex) = dgvColumn
End Sub