Look at this, it may help you.
Note: Code in VB, Try to change C#
Set DataGridView1-AllowUserToAddRows as False
Private Sub DataGridView1_CellContentClick1(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellEventArgs) Handles DataGridView1.CellContentClick
If DataGridView1.Rows.Count > 0 Then
If e.RowIndex >= 0 Then
temprowid = e.RowIndex
End If
End If
End Sub
Private Sub DataGridView1_KeyPress(ByVal sender As System.Object, ByVal e As System.Windows.Forms.KeyPressEventArgs) Handles DataGridView1.KeyPress
//if (e.KeyChar == (char)Keys.Tab) //--From CSharp
If e.KeyChar.Equals(Keys.Tab) Then //--Check This is Correct or Not
If temprowid >= 0 Then
If (DataGridView1.Columns(DataGridView1.CurrentCell.ColumnIndex()).HeaderText.Equals("LastCellName")) Then
BindingSource1.AddNew()
End If
End If
End If
End Sub