I'm not sure when your code is running, but try setting your DataGridView's DefaultCellStyle properties in your DGV's DataGridView.CellFormatting Event.
The MSDN link above has an example of what you're trying to do.
Note that you won't be iterating through each row in your DGV (like your method does); you'd instead use the DataGridViewCellFormattingEventArgs ColumnIndex property to check which column the event fired for.
Jay Riggs
2010-07-08 15:43:17