Try using the grid''s support for cell tips. In a GridDataBoundGrid, you can do this in a PrepareViewStyleInfo event handler.
private void gridDataBoundGrid1_PrepareViewStyleInfo(object sender, GridPrepareViewStyleInfoEventArgs e)
{
if(e.RowIndex == 0 && e.ColIndex == 2)
{
e.Style.CellTipText = "Hello there";
}
}