calm down.
Second this is the discussion group and questions should be posted to Technical Q&A
Third ask a question
Fourth, a few bit's of info would be useful, In this case what design environment are you using, VB perhaps ? What sort of Datagrid MSHFlexGrid ?
Being picky but if but if a user emailed you something like you just posted here you would probably be hard pressed to resolve the issue with out contacting them and politely saying WTF.
We are meant to be better than that.
While you are waiting for an answer most grid components intercept arrow keys and use them for navigation. Also the Datagrid.OnKeyDown event will never fire unless the datagrid has the focus.
Take a deep breath and make sure any pain you are feeling isn't coming from shooting yourself in the foot.