First, create a class with this code...
Public Class CNGridMultiLineTextBox
Inherits System.Windows.Forms.DataGridTextBoxColumn
Protected Overloads Overrides Sub Edit(ByVal source As CurrencyManager, ByVal rowNum As Integer, ByVal bounds As Rectangle, ByVal readOnly1 As Boolean, ByVal instantText As String, ByVal cellIsVisible As Boolean)
DataGridTableStyle.DataGrid.Select(rowNum)
End Sub
Protected Overloads Overrides Sub Paint(ByVal g As System.Drawing.Graphics, ByVal bounds As System.Drawing.Rectangle, ByVal source As System.Windows.Forms.CurrencyManager, ByVal rowNum As Integer, ByVal backBrush As System.Drawing.Brush, ByVal foreBrush As System.Drawing.Brush, ByVal alignToRight As Boolean)
MyBase.Paint(g, bounds, source, rowNum, backBrush, foreBrush, alignToRight)
g.FillRectangle(backBrush, bounds)
Dim vText As String
If IsDBNull(MyBase.GetColumnValueAtRow(source, rowNum)) Then
vText = ""
Else
vText = CType(MyBase.GetColumnValueAtRow(source, rowNum), String)
End If
g.DrawString(vText, Me.TextBox.Font, foreBrush, New RectangleF(bounds.X, bounds.Y, bounds.Width, bounds.Height))
End Sub
Protected Overrides Sub ColumnStartedEditing(ByVal editingControl As System.Windows.Forms.Control)
End Sub
End Class
Then update the rowheight of your grid. It did work for me.