gridView1.ValidateRow += (sender, e) => {
    DateTime startDate = (DateTime)gridView1.GetRowCellValue(e.RowHandle, "StartDate");
    DateTime endDate = (DateTime)gridView1.GetRowCellValue(e.RowHandle, "EndDate");

    // Validates the row data and sets the error if validation fails.
    if (startDate > endDate) {
        e.Valid = false;
        gridView1.SetColumnError(
            gridView1.Columns["StartDate"],
            "The Start Date cannot be later than the End Date. Please correct the value.",
            ErrorType.Critical);
        gridView1.SetColumnError(
            gridView1.Columns["EndDate"],
            "The End Date cannot be earlier than the Start Date. Please correct the value.",
            ErrorType.Critical);
    }
    else {
        // Clear errors if validation passes.
        gridView1.ClearColumnErrors();
    }
};

gridView1.InvalidRowException += (sender, e) => {
    e.ExceptionMode = ExceptionMode.NoAction;
};

void gridView1_ValidateRow(object sender, ValidateRowEventArgs e) {
    if (((MyRecord)e.Row).FirstName == "" || ((MyRecord)e.Row).LastName == "") {
        gridView1.SetColumnError(
            null,
            "The First Name and Last Name cannot be empty. Please correct the value.",
            ErrorType.Critical);
        e.Valid = false;
    }
}

using DevExpress.XtraGrid.Views.Base;
using DevExpress.XtraEditors.DXErrorProvider;

namespace DXApplication {
    public partial class Form1 : DevExpress.XtraEditors.XtraForm {
        DXErrorProvider errorProvider;
        public Form1() {
            InitializeComponent();
            // Initializes a data source and binds it to the grid control.
            List<MyRecord> records = MyRecord.InitData();
            gridControl1.DataSource = records;
            // Initializes the DXErrorProvider component that handles errors.
            errorProvider = new DXErrorProvider(this);
            // Binds the error provider to the data source to track errors.
            errorProvider.DataSource = records;
        }
    }

    public class MyRecord : IDXDataErrorInfo {
        public string FirstName { get; set; }
        public string LastName { get; set; }
        public void GetPropertyError(string propertyName, ErrorInfo info) {
            if(propertyName == "FirstName" && FirstName == "" ||
                propertyName == "LastName" && LastName == "")
                info.ErrorText = string.Format("The {0} field cannot be empty", propertyName);
        }
        public void GetError(ErrorInfo info) { }
        static public List<MyRecord> InitData() {
            return new List<MyRecord>() {
                new MyRecord(){ FirstName = "Mike", LastName = "Brown" },
                new MyRecord(){ FirstName = "Sandra", LastName = "Smith"},
                new MyRecord(){ FirstName = "Andy", LastName = "Muller" }
            };
        }
    }
}

Imports DevExpress.XtraEditors.DXErrorProvider

Namespace DXApplication50
  Partial Public Class Form1
    Inherits DevExpress.XtraEditors.XtraForm

    Private errorProvider As DXErrorProvider
    Public Sub New()
      InitializeComponent()
      Dim records As List(Of MyRecord) = MyRecord.InitData()
      gridControl1.DataSource = records
      errorProvider = New DXErrorProvider(Me)
      errorProvider.DataSource = records
    End Sub
  End Class
  Public Class MyRecord
    Inherits IDXDataErrorInfo

    Public Property FirstName() As String
    Public Property LastName() As String
    Public Sub GetPropertyError(ByVal propertyName As String, ByVal info As ErrorInfo)
      If propertyName = "FirstName" AndAlso FirstName = "" OrElse propertyName = "LastName" AndAlso LastName = "" Then
        info.ErrorText = String.Format("The {0} field cannot be empty", propertyName)
      End If
    End Sub
    Public Sub GetError(ByVal info As ErrorInfo)
    End Sub
    Public Shared Function InitData() As List(Of MyRecord)
      Return New List(Of MyRecord)() From {
        New MyRecord() With {.FirstName = "Mike", .LastName = "Brown"},
        New MyRecord() With {.FirstName = "Sandra", .LastName = "Smith"},
        New MyRecord() With {.FirstName = "Andy", .LastName = "Muller"}
      }
    End Function
  End Class
End Namespace

using DevExpress.XtraGrid.Views.Base;
using DevExpress.XtraGrid.Columns;
using DevExpress.XtraEditors.Controls;

private void gridView1_ValidateRow(object sender, 
DevExpress.XtraGrid.Views.Base.ValidateRowEventArgs e) {
    GridView view = sender as GridView;
    GridColumn inStockCol = view.Columns["UnitsInStock"];
    GridColumn onOrderCol = view.Columns["UnitsOnOrder"];
    //Get the value of the first column
    Int16 inSt = (Int16)view.GetRowCellValue(e.RowHandle, inStockCol);
    //Get the value of the second column
    Int16 onOrd = (Int16)view.GetRowCellValue(e.RowHandle, onOrderCol);
    //Validity criterion
    if (inSt < onOrd) {
        e.Valid = false;
        //Set errors with specific descriptions for the columns
        view.SetColumnError(inStockCol, "The value must be greater than Units On Order");
        view.SetColumnError(onOrderCol, "The value must be less than Units In Stock");
    }
    if(e.Valid)
        view.ClearColumnErrors();
}

private void gridView1_InvalidRowException(object sender, 
DevExpress.XtraGrid.Views.Base.InvalidRowExceptionEventArgs e) {
    //Suppress displaying the error message box
    e.ExceptionMode = ExceptionMode.NoAction;
}

Imports DevExpress.XtraGrid.Views.Base
Imports DevExpress.XtraGrid.Columns
Imports DevExpress.XtraEditors.Controls

Private Sub GridView1_ValidateRow(ByVal sender As Object, _
ByVal e As DevExpress.XtraGrid.Views.Base.ValidateRowEventArgs) _
Handles GridView1.ValidateRow
    Dim View As GridView = CType(sender, GridView)
    Dim inStockCol As GridColumn = View.Columns("UnitsInStock")
    Dim onOrderCol As GridColumn = View.Columns("UnitsOnOrder")
    'Get the value of the first column
    Dim inSt As Int16 = CType(View.GetRowCellValue(e.RowHandle, UnitsInStock), Int16)
    'Get the value of the second column
    Dim onOrd As Int16 = CType(View.GetRowCellValue(e.RowHandle, UnitsOnOrder), Int16)
    'Validity criterion
    If inSt < onOrd Then
        e.Valid = False
        'Set errors with specific descriptions for the columns
        View.SetColumnError(inStockCol, "The value must be greater than Units On Order")
        View.SetColumnError(onOrderCol, "The value must be less than Units In Stock")
    End If
    If e.Valid Then
        View.ClearColumnErrors()
    End If
End Sub

Private Sub GridView1_InvalidRowException(ByVal sender As Object, _
ByVal e As DevExpress.XtraGrid.Views.Base.InvalidRowExceptionEventArgs) _
Handles GridView1.InvalidRowException
    'Suppress displaying the error message box
    e.ExceptionMode = ExceptionMode.NoAction
End Sub