If you do not want the Enter key to move the currentcell, you can set:
this.gridControl1.EnterKeyBehavior = GridDirectionType.None;
To catch the Enter key being pressed, you can use the grid.CurrentCellControlKeyMessage event.
private void grid_CurrentCellControlKeyMessage(object sender, GridCurrentCellControlKeyMessageEventArgs e)
{
Keys keyCode = (Keys) ((int)e.Msg.WParam) & Keys.KeyCode;
if(keyCode == Keys.Enter && e.Msg.Msg == 0x100) //WM_KEYDOWN
{
Console.WriteLine("WM_KEYDOWN->" + keyCode.ToString());
}
}