Hi,
This behaviour is by design.The workaround for this is to override method
ProcessKeyPreview.Find below sample code which solves ur problem:

using System;
using System.Collections.Generic;
using System.ComponentModel;
using System.Data;
using System.Drawing;
using System.Text;
using System.Windows.Forms;

namespace WindowsApplication1
{
   public partial class Form1 : Form
   {
       public Form1()
       {
           InitializeComponent();
       }

       protected override bool ProcessKeyPreview(ref
System.Windows.Forms.Message m)
       {

           Keys keyCode = (Keys)(int)m.WParam & Keys.KeyCode;

           if (keyCode == Keys.Enter)
           {
               SomeMethod();
           }

           return true;
       }

       private void button1_Click(object sender, EventArgs e)
       {
           SomeMethod();
       }
       private void SomeMethod()
       {
           MessageBox.Show("Button1 Clicked");
       }

       private void Form1_Load(object sender, EventArgs e)
       {
           DataTable dt = new DataTable();
           DataColumn col1 = new DataColumn();
           col1.DataType = typeof(System.String);
           col1.ColumnName = "Name";
           dt.Columns.Add(col1);

           DataRow row1 = dt.NewRow();
           row1["Name"] = "Manish Bafna";

           dt.Rows.Add(row1);

           dataGridView1.DataSource = dt;
       }

   }
}