Assuming you are talking about a PC program's DataGridView...
If you are trying to protect the data inside the grid you can make the column read-only.
If you are trying to move focus on a protected cell you could try using SendKeys with a Tab or Enter key or down key. I have used this in the past but it's not ideal. I know some anti-virus applications have a problem with programs using sendkeys...but it was for a not-so-very important part of my project and so I've never taken the time to research a better way.
Here is how I use it in my program (my validating function is just if the cell is read-only or not):
Private Sub dgvGrid_CellEnter(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellEventArgs) Handles dgvGrid.CellEnter
If dgvGrid.Columns(e.ColumnIndex).ReadOnly Then
SendKeys.Send("{Tab}")
End If
End Sub
I hope this helps.