Solved this way:
Dim eventhandleradded As Boolean = False
Private Sub DataGridView1_mt_EditingControlShowing(sender As Object, e As DataGridViewEditingControlShowingEventArgs) Handles DataGridView1_mt.EditingControlShowing
If eventhandleradded = False Then
AddHandler e.Control.KeyDown, AddressOf cell_Keydown
eventhandleradded = True
End If
End Sub
Private Sub cell_Keydown(sender As Object, e As KeyEventArgs)
If e.KeyCode = Keys.Space And CheckBox3.Checked = True Then
e.Handled = True
e.SuppressKeyPress = True
InputSimulator.SimulateTextEntry("_")
End If
End Sub