ВОт нашёл сам:
Private Sub DataGridView2_CellValidating(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellValidatingEventArgs) Handles DataGridView2.CellValidating
Dim number As [Double]
Dim style As Globalization.NumberStyles
Try
style = Globalization.NumberStyles.Number 'Or Globalization.NumberStyles.AllowCurrencySymbol Or Globalization.NumberStyles.AllowThousands
If [Double].TryParse(e.FormattedValue.ToString(), style, Globalization.CultureInfo.CurrentCulture, number) = False Then
' error: the input does not parse to double
e.Cancel = True
MsgBox("You can enter only numeric value.")
'Else
End If
If e.Cancel Then
' go back to the old value
Me.DataGridView2.RefreshEdit()
End If
Catch ex As Exception
MsgBox(ex.Message)
End Try
End Sub