I tried to set up a test sample to see this behavior. When I type into the 1st row of the empty grid, the grid immediately adds an empty AddNew row as the second row in the grid. If I then tab off theh changed cell in the 1st row, and then keep tabbing, when I tab off the 1st row to the newly added (and empty) 2nd row, RowSaved is raised for the 1st row. If I continue tabbing across the empty AddNewRow, the focus eventually moves off the grid onto the next control (and no RowSaved event is raised as there are no changes to this empty AddNewRow and it does not really appear in the DataSet).
Is this the behavior you see? What behavior do you want? Here is the sample I used in 3.0.1.0.
GDBG_RowSaved.zip