Try using the TextChanged event rather than keydown.

csharp Code:
  1. tbox_search.TextChanged += new EventHandler(tbox_search_TextChanged);
  2.  
  3. void tbox_search_TextChanged(object sender, EventArgs e)
  4. {
  5.             Control ctr = (Control)sender;
  6.             (dtgview.DataSource as DataTable).DefaultView.RowFilter = string.Format("{0} LIKE '%{1}%'", dtgview.Columns[ctr.TabIndex].Name, ctr.Text);
  7. }

KGC