So, you want to see the AddNewRow, but you do not want your users to be able to move into it? If so, try handling grid.CurrentCellMoving and set e.Cancel = true if the target row is the last row in the grid.
private void gridDataBoundGrid1_CurrentCellMoving(object sender, GridCurrentCellMovingEventArgs e)
{
if(e.RowIndex == this.gridDataBoundGrid1.Model.RowCount)
e.Cancel = true;
}