using DevExpress.XtraEditors.Controls;
// ...
private void gridView1_ValidatingEditor(object sender, BaseContainerValidateEditorEventArgs e) {
if (gridView1.FocusedColumn.Name != "colBudget") return;
if ((Convert.ToInt32(e.Value) < 0) || (Convert.ToInt32(e.Value) > 1000000))
e.Valid = false;
}
private void gridView1_InvalidValueException(object sender, InvalidValueExceptionEventArgs e) {
e.ExceptionMode = ExceptionMode.DisplayError;
e.WindowCaption = "Input Error";
e.ErrorText = "The value should be greater than 0 and less than 1,000,000";
// Destroying the editor and discarding the changes made within the edited cell
gridView1.HideEditor();
}

Imports DevExpress.XtraEditors.Controls
' ...
Private Sub GridView1_ValidatingEditor(ByVal sender As Object, _
ByVal e As BaseContainerValidateEditorEventArgs) Handles GridView1.ValidatingEditor
If GridView1.FocusedColumn.Name <> "colBudget" Then Exit Sub
If (Convert.ToInt32(e.Value) < 0) Or (Convert.ToInt32(e.Value) > 1000000) Then
e.Valid = False
End If
End Sub
Private Sub GridView1_InvalidValueException(ByVal sender As Object, _
ByVal e As ValidatingEditorEventArgs) Handles GridView1.InvalidValueException
e.ExceptionMode = ExceptionMode.DisplayError
e.WindowCaption = "Input Error"
e.WindowText = "The value should be greater than 0 and less than 1,000,000"
' Destroying the editor and discarding the changes made within the edited cell
GridView1.HideEditor()
End Sub