This is how I am adding a BoundColumn to a DataGrid dynamically:

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<script runat="server">
   Sub Page_Load(ByVal obj As Object, ByVal ea As EventArgs)
       Call AddNewColumn()
       If Not (Page.IsPostBack) Then
           BindGrid()
       End If
   End Sub

   Sub BindGrid()
       Dim dSet As DataSet
       Dim strSQL As String
       Dim sqlConn As SqlConnection
       Dim sqlDapter As SqlDataAdapter

       strSQL = "SELECT * FROM TestTable"
       sqlConn = New SqlConnection(".....")
       sqlDapter = New SqlDataAdapter(strSQL, sqlConn)

       dSet = New DataSet
       sqlDapter.Fill(dSet, "DynamicDG")

       dgDynamic.DataSource = dSet
       dgDynamic.DataMember = "DynamicDG"
       dgDynamic.DataBind()
   End Sub

   Sub AddNewColumn()
       Dim bc As BoundColumn

       bc = New BoundColumn
       bc.DataField = "Marks"
       bc.HeaderText = "MARKS"
   End Sub

   Sub EditItem(ByVal obj As Object, ByVal ea As
DataGridCommandEventArgs)
       dgDynamic.EditItemIndex = ea.Item.ItemIndex
       BindGrid()
   End Sub

   Sub CancelItem(ByVal obj As Object, ByVal ea As
DataGridCommandEventArgs)
       Response.Write("CancelCommand<br>")
       dgDynamic.EditItemIndex = -1
       BindGrid()
   End Sub

   Sub UpdateItem(ByVal obj As Object, ByVal ea As
DataGridCommandEventArgs)
       Response.Write("UpdateCommand<br>")
       dgDynamic.EditItemIndex = -1
       BindGrid()
   End Sub
</script>

<form runat="server">
<asp:DataGrid ID="dgDynamic" OnCancelCommand="CancelItem"
OnEditCommand="EditItem" OnUpdateCommand="UpdateItem" runat="server">
<Columns>
<%-- 2 TemplateColumns come here --%>

<asp:EditCommandColumn CancelText="CANCEL" EditText="EDIT"
HeaderText="EDIT" UpdateText="UPDATE"/>
</Columns>
</asp:DataGrid>
</form>
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When the DataGrid is in the editable mode (i.e. the UPDATE & CANCEL
links are rendered instead of the EDIT link) & I click the UPDATE
link, the OnUpdateCommand event handler named UpdateItem gets
invoked...that's fine but when the CANCEL link is clicked, still the
OnUpdateCommand event handler (UpdateItem) gets invoked (instead of
the OnCancelCommand event handler)!

What's causing this eccentricity?

Please note that if I comment out the line

Call AddNewColumn()

in the Page_Load sub (in other words, I don't add the BoundColumn
dynamically to the DataGrid), then clicking the CANCEL link when the
DataGrid is in the editable mode correctly invokes the OnCancelCommand
event handler & clicking the UPDATE link invokes the OnUpdateCommand
event handler. The eccentricity that I have pointed out above results
only when the BoundColumn is added dynamically to the DataGrid.

Thanks,

Ron