I have a weird exception I cannot trap it or tell the WinGrid not to show the error message. I use CellDataError event, but it never comes there. The message that is "Cannot convert from system.String to System.Decimal" shows up after setting the datasource. Is there any way to set the message off?
It's impossible to say without knowing what the exception is and where it is coming from.
My guess is that this exception is occurring in your code inside an event handler of the grid and the event handler is catching the exception so you can't see where it's coming from. Try setting Visual Studio to break on all Run-time exception and you will probably be able to find the right line of code.