DataGridViewComboBoxColumn error

Hi, i have DataGridView whose sourse i set to a datatable with 5 columns
containing data. i then remove the 3rd column, created a
DataGridViewComboBoxColumn, set it's DataSource, ValueMember and
DisplayMember. the Valumeber is an integer and the displaymember is a
string. I then instert this into the same location as the column that was
removed. the problem i am getting is when the Grid is loaded, i get errors
stating "System.FormatException: the value of the DataGridViewComboBoxCell is
invalid. To replace this default dialog, please handle the DataError
event.".
Why is this error happening?

here is the code that does the replacing and adding of a combo box:

private void addExchangeLookUpCombs( DataGridView dt )
{
dt.Columns.Remove( "exchange_id" );
DataGridViewComboBoxColumn cb = new DataGridViewComboBoxColumn( );
cb.DataSource = DbConnection.instance.getDbTable("StockExchange");
cb.ValueMember = "exchange_id";
cb.DisplayMember = "symbol";

cb.FlatStyle = FlatStyle.Flat;
dt.Columns.Insert( 2, cb );

}