The situation is as follows...
In event KeyDown of my grid i put a code:

If e.KeyCode = Keys.Up Then
            appGrid.PerformAction(Infragistics.Win.UltraWinGrid.UltraGridAction.AboveCell)
ElseIf e.KeyCode = Keys.Down Then
            appGrid.PerformAction(Infragistics.Win.UltraWinGrid.UltraGridAction.BelowCell)
End If

that happens when I press the up and down it goes into edit mode selects the most content of the ballot.
And I need to get the contents of the note is selected.

Excuse my English, I am Brazilian and I'm using google translator.

and another problem. When I arrive at the last cell and he will not grasp ENTER to the next control. He stops at the last Cell.

miguelsneto said:

that happens when I press the up and down it goes into edit mode selects the most content of the ballot.
And I need to get the contents of the note is selected.

Excuse my English, I am Brazilian and I'm using google translator.

I'm afraid that the translator is not doing a good job here. This sentence does not make any sense to me. So I still do not understand the question.

miguelsneto said:

When I arrive at the last cell and he will not grasp ENTER to the next control. He stops at the last Cell.

this.ultraGrid1.DisplayLayout.TabNavigation = TabNavigation.NextControlOnLastCell;

It is the order of my form.

In the grid col1 is blocked and col2 is free for editing. TabNavigation the grid is as nextcell.
in the form keydown event I put this code:
If e.KeyCode = Keys.Enter Then
     SendKeys.Send("{TAB}")
     e.Handled = True
     Problem 1: the focus goes by textbox1, textbox 2, cells of col2. When I get to the last cell to go to the textbox 3, But I can not.
End If

in the grid keydown event I put this code:
If e.KeyCode = Keys.Up Then
     appGrid.PerformAction(Infragistics.Win.UltraWinGrid.UltraGridAction.AboveCell)
      PROBLEM 2: enter edit mode but does not select the content.
ElseIf e.KeyCode = Keys.Down Then
     appGrid.PerformAction(Infragistics.Win.UltraWinGrid.UltraGridAction.BelowCell)
      PROBLEM 2: enter edit mode but does not select the content.
End If

in the grid AfterCellActivate event I put this code:
If appGrid.ActiveCell.Column.Index = 2 Then
     appGrid.PerformAction(Infragistics.Win.UltraWinGrid.UltraGridAction.EnterEditMode)
Else
     appGrid.PerformAction(Infragistics.Win.UltraWinGrid.UltraGridAction.NextCell)
End If

I am still having a very hard time understand what you want.

It sounds like you should be using the TabNavigation property and also the TabStop property on the column to skip certain columns when tabbing.

If you want to control exactly where the focus moves to when you press any of these keys, you could handle the BeforePerformAction event and cancel the event and then set the ActiveCell in the grid to any cell you want.