I have this date column and it has DateConverter that i created to apply the current thread culture. The problem that I have is
-On load it display the date format perfectly based on the current culture
-The problem is when i double click the cell/edit mode then it applies different format but then when i exit edit mode then it shows the right formatting

e.g
on load the cell display 07/08/2010 (07th August 2010) but when I go to edit mode it shows as 08/07/2010 (08th July 2010) but again when I finish editing then it shows 07/08/2010

so basically my current thread date format is dd/mm/yyyy but in edit mode it applies the us formatting which is mm/dd/yyyy. Finally I found out how to set the grid culture

Dim _LocaleLanguage as String = .String.Empty

_LocaleLanguage = CultureInfo.CreateSpecificCulture(System.Web.HttpContext.Current.Request.UserLanguages(0)).Name.ToString()

dgResults.Language = Windows.Markup.XmlLanguage.GetLanguage(_LocaleLanguage)

Viola!! and it solves my culture problem