Datagrid edit events

Hi guys,
I'm fighting the evil Datagrid control, but I'm having some hard time with it...
What I would like is to be able to insert data and validate it as it is writen.
For example, if I'm expecting a 1-9 number, as soon as it is writen, I want to move to the next column automatically (without pressing any other key). This way the user can insert data pretty fast.
My problem is regarding the event I should use, I'm lost between BeforeColEdit, ColEdit, BeforeColUpdate, etc....; the problem is, if I validate and change the .col before the info is copied to the grid copy buffer, the data will actually be displayed in the *next* column. On the other hand, the events that are fired after the data is copied into the buffer need the user to switch column, press Enter or change focus...
Can anybody please point me in the right direction?
Thank you for your time
Best regards

Alejandro