I like you idea. I have always done the same thing with fields above the
datagrid but this is certainly more intuative. Getting an event to fire when
you press enter in a text box is not a supported event in for the normal
TextBox control. I believe you will need to create a custom control that
trap the OnKeyPress event and generate a postback based on this event(when
the enter key is pressed). If this is the case, it will take a bit of work.
The JS to trap keystrokes looks like this:

<form>
<input type="text" value="abc" name="test" onkeypress="captureKey(event);">
</form>
<script>
function captureKey(e) {
   var key;
   if (e && e.which) {
       key = e.which;
   } else if (window.event && window.event.keyCode) {     key =
window.event.keyCode;
   } alert(key);
}
</script>

You can read about creating custom controls in any book on the subject but I
like Professional ASP.NET Server Controls for a beginner in this area. The
MS Press book (Developing Microsoft ASP.NET Server Controls and Components )
is much more indepth but too deap for starting IHO. (theres still stuff in
it that is over my head)

I created a custom control for use in dyanamic menus that traps the
onmouseclick event of a <tr> tag and generates a postback. Very Useful!

Earl