Private Sub Test(ByVal sender As Object, ByVal e As _
  System.Windows.Forms.DataGridViewCellCancelEventArgs) Handles _
  DataGridView1.RowValidating
 
     If e.RowIndex <> 0 then
         Dim row as DataGridViewRow = DataGridView1.Rows(e.RowIndex)
         'Prüfung
         If Irgendwas = true then
             'Datensatz speichern         
         Else
             MsgBox("So Nicht mein Guter")
             DataGridView.Remove(Row)
         End If
     End If
 
End Sub