C#

public class myArrowKeyDataGrid : DataGrid {
 public myArrowKeyDataGrid() : base() { }

 protected override bool IsInputKey(Keys key) {
  if( key == Keys.Left || key == Keys.Up || key == Keys.Down || key == Keys.Right ) {
   return true;
  }
  else {
   return base.IsInputKey(key);
  }
 }

 protected override void OnKeyDown(KeyEventArgs e) {
  Keys key = e.KeyData;  

  if( e.Handled == false && (key == Keys.Left || key == Keys.Up || key == Keys.Down || key == Keys.Right ) ) {
   // Process left, up, down, right
   e.Handled = true;
  } 
  
  // Let the base class do its thing, as well as firing the KeyDown event
  base.OnKeyDown(e);
 }
}