Try some thing like:
Private Sub DataGridView1_CellBeginEdit(ByVal sender As Object, _
ByVal e As System.Windows.Forms.DataGridViewCellCancelEventArgs) _
Handles DataGridView1.CellBeginEdit
If Not IsNumeric(DataGridView1.Item(e.ColumnIndex, e.RowIndex).Value) Then
e.Cancel = True
End If
End Sub