I am experiencing a similar problem with capturing the <DEL>  key inside of
a DataGrid. I have tried overriding ProcessKeyPreview, PreProcessMessage,
WndProc and others in both the form itself and my overidden DataGrid
class. I've also tried connecting to the OnKeyPress events for the
DataGridTextBoxes embedded in the DataGrid. The only time I am able to
capture messages is when the no rows or cells are selected [i.e. when it
makes no difference to me]. Does anyone know of any way to get lower than
WndProc or is this a bug in the DataGrid? Thanks in advance..

<code> 
public class MyDataGrid : DataGrid
{
  protected override void WndProc( ref Message msg )
  {
    if ( msg.Msg == 0x0100 )
    {
      MessageBox.Show( " WM_KEYDOWN ", " MyDataGrid" );
    }
    base.WndProc( ref msg );
}
</code> 

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