The problem is, at this point I am in the SetValue of the column, where I do the validation for the cell (as per 9 Rays recommendations). So in here, I at some point decide that I do not want the user to leave the cell.
And I need to from here, be able to tell the cell to stay in edit mode and not go onto the next cell.
Part of the problem is, that some things are at the column level, some things are at the grid level, and it is very difficult to control things just the right way because the code is split in so many different places...