If you mean, use the keyboard to move focus from the grid to another control...
Select the control you would like focus to move to, then change it's caption (if it has one) to include a keyboard shortcut. For example if the caption was "Select \<Device" the shortcut would be 'Alt-d'.
If the control has no caption, place a label just before it in the tab order and change the caption of that.
While you are at it, you could place another label on your form, just before the grid control in the tab order, and change it's caption to (say) "<\Grid" and then the user can get back to the grid without using the mouse either.
Thank You all guys,
What I ment by exiting the grid is that to setfocus to the control after it, What I really want is that what MarciaAkins replied "CTRL + TAB"
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