You can try using CurrentCellMoving and checking the MoveToRowIndex and MoveFromRowIndex.
private void gridControl1_CurrentCellMoving(object sender, GridCurrentCellMovingEventArgs e)
{
GridCurrentCell cc = this.gridControl1.CurrentCell;
if(cc.MoveToRowIndex != cc.MoveFromRowIndex)
{
Console.WriteLine("entering new row");
//set e.Cancel to cancel the move
}
}