Concept for new datagrid control

I am not quite good enough at building custom controls to undertake this
without spending too much time on it, but I was wondering if there is
already a control like this out there for purchases.
I want a DataGrid control that has the ability to trap a load event, a
validation event and an unload event for each column. The control should
also have ComboBox controls.
The requirement being that the data can be stored, for instance, without
separaters on phone numbers and a range in the field can be exploded into
several columns on the datagrid ie a ten digit numeric string in one field
in the table can be shown on the grid as Area code and phone number. Then
the uload event would parse the number back into it's place.
Does anyone have such an enhanced DataGrid control?

Regards