The DataGridView exposes an event named "CellPainting", which (as its name suggests) gets called when the control paints a cell. Have you tried overriding this and drawing your borders there?

To take control of the DataGridView's columns, select the Columns property in the Properties window and click on the builder button that appears (that's the button with the three little dots). That ...

Reset the datamember as well as the datasource. Set the datamember to a blank string before attaching to a new datasource. It's trying to use the old datamember on a new datasource and will throw ...