From what I understand, you can't do this easily using .Net 1.1 which uses the DataGrid. The DataGridView which was available in .Net 2.0 was much much easier to use. From what I found
googling[
^] it looks like you have to make a custom control in order to get to that kind of functionality in VS 2003 aka .Net 1.1.
Here[
^] is an MSDN link that confirms this, and
here[
^] is an MSDN article that discusses how to customize the DataGrid.
Hope this helps.