老外的解釋：
TheDataGridViewisacommon.Netcontrolusedtodisplayandpermiteditingoftabulardata.Itcanbefilledinviacodeorbyattachingadatasourcetoit.
DataGridViews,likemostcontrols,arenotthread-safe.Thatis,youneedtoperformoperationsonthemusingthesamethreadastheywerecreatedon.However,sometimesOpenSpandeveloperswillaccidentlymodifytheDataGridViewfromanotherthreadbecausetheoperationiscomingfromaneventinanotherapplication.

Asafewaytocorrectthisproblemandtoensureitdoesn'taccidentlyhappenistopostponeupdatingthecontrolduringaOnPaint()eventifithappensfromanotherthread.ThisisdonebyhandlinganexceptionandthenflaggingthecontroltoberedrawnwhentheMessagePumpisrun.Youcandothisbycreatinga.NetclassthatinheritsfromDataGridViewandoverridestheOnPaint()event.YouwillneedaccesstoaC#compilertobuildthis.Oncebuilt,youaddittotheOpenSpanStudioToolboxandreplaceyourDataGridViewcontrolswithit.
（引用地址：http://wenku.baidu.com/link?url=uLLKAHMKVzub20zu--98KrBOsUnMB5qIa10CXaBjhq-AKHDLifA3V8j5gpM996vglpIq1-4aq26X7-rNJ-t_EbIEqtNtet0TT6rnVRYJh7G）

處理的方法，重新封裝DataGridView 控制元件，重新OnPaint 方法，程式碼如下：

using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Data;
using System.Windows.Forms;



 
namespace test
{
    class DataGridViewNew : DataGridView
    {
        protected override void OnPaint(PaintEventArgs e)
        {
            try
            {
                base.OnPaint(e);
            }
            catch
            {

                Invalidate();
            }
        }

    }
}

使用封裝的控制元件以後，經過多次測試，沒有再出現大紅叉！