Create a DataGirdTableStyle, then create and add DataGridColumn objects
to it, each with its own formatting.  Here is a working sample from a
Mobile5 app I have written:

<code>
           this.dt = new DataTable();

           DataColumn col_seq = new DataColumn("Seq",
Type.GetType("System.Int32"));
           this.dt.Columns.Add(col_seq);

           DataColumn col_desc = new DataColumn("Description",
Type.GetType("System.String"));
           this.dt.Columns.Add(col_desc);

           DataColumn col_value = new DataColumn("Value",
Type.GetType("System.Decimal"));
           this.dt.Columns.Add(col_value);

           DataGridTableStyle style = new DataGridTableStyle();
           DataGridTextBoxColumn SeqColumn = new
DataGridTextBoxColumn();
           SeqColumn.MappingName = "Seq";
           SeqColumn.HeaderText = "Seq";
           SeqColumn.Width = 50;
           style.GridColumnStyles.Add(SeqColumn);

           DataGridTextBoxColumn LhsColumn = new
DataGridTextBoxColumn();
           LhsColumn.MappingName = "Description";
           LhsColumn.HeaderText = "Description";
           LhsColumn.Width = 270;
           style.GridColumnStyles.Add(LhsColumn);

           DataGridTextBoxColumn ValueColumn = new
DataGridTextBoxColumn();
           ValueColumn.MappingName = "Value";
           ValueColumn.HeaderText = "Value";
           ValueColumn.Width = 100;
           style.GridColumnStyles.Add(ValueColumn);

           this.dg.TableStyles.Add(style);
           this.dg.DataSource = this.dt;
</code>

HTH,

Joel