Give this a try. If you use the DataGridView.KeyPress event to monitor what was just typed, you can check what that character is with Char.IsDigit(e.KeyChar)
.
Private Sub DataGridView1_KeyPress(sender As Object, e As System.Windows.Forms.KeyPressEventArgs) Handles DataGridView1.KeyPress
If (Char.IsDigit(e.KeyChar)) Then
'this is a number
Else
'not a number
End If
End Sub