I agree with devmania and making the grid fluid, I had a similar problem recently. So I made a few of my columns nowrap and left the rest to wrap. It doesn't look great on smaller screens but it's still usable because I've stopped things like date+time columns wrapping. However, once you start using it on a wider screen it looks great.
It all depends on how much of a scrollbar you have. Is it possible to strip out some of the columns and have that information in a popup/flyout somewhere?
Another option is to make which columns are shown user configurable, but you're not really addressing the problem, just making it the responsibility of the user to make it look nice.
If you can't get rid of the horizontal scrollbar you should at least try to put the more important columns first so that your users don't have to scroll to the right very often.