通过事件EditingControlShowing事件实现
    Private Sub xDataGridView_EditingControlShowing(sender As Object, e As System.Windows.Forms.DataGridViewEditingControlShowingEventArgs) Handles xDataGridView.EditingControlShowing
        If (TypeOf e.Control Is DataGridViewTextBoxEditingControl) Then
            Dim pControl As DataGridViewTextBoxEditingControl = e.Control
            If (xDataGridView.CurrentCell.ColumnIndex = MCommandColumn.Index) Then
                pControl.CharacterCasing = CharacterCasing.Upper
            End If
        End If
    End Sub

之前的实现方法,效果不是很好
    Private Sub xDataGridView_CellEndEdit(sender As Object, e As System.Windows.Forms.DataGridViewCellEventArgs) Handles xDataGridView.CellEndEdit
        If (e.ColumnIndex = MCommandColumn.Index) Then
            Dim pValue As Object = xDataGridView.Rows(e.RowIndex).Cells(e.ColumnIndex).Value
            If (pValue IsNot Nothing) Then
                xDataGridView.Rows(e.RowIndex).Cells(e.ColumnIndex).Value = Convert.ToString(pValue).ToUpper()
            End If
        End If
    End Sub