I don't think you can catch the tabkey in an event. You can catch it by overriding ProcessDialogKey.
public class MyDataGrid : DataGrid
{
protected override bool ProcessDialogKey(System.Windows.Forms.Keys keyData)
{
if(keyData == Keys.Tab)
{
Console.WriteLine("Keys.Tab");
return true; //eat the key if this is what you want
}
return base.ProcessDialogKey(keyData);
}
}