You can handle the TableControlCurrentCellMovedFailed event. In your handler, display whatever you want to see, and then set the old message empty so it does not show.
private void gridGroupingControl1_TableControlCurrentCellMoveFailed(object sender, GridTableControlCurrentCellMoveFailedEventArgs e)
{
if(e.TableControl.CurrentCell.ErrorMessage.Length > 0)
{
MessageBox.Show("MyMessage");
e.TableControl.CurrentCell.ErrorMessage = "";
}
}