if it's a windows form, than writing this code before you bind the data to the grid ... something lower in the form of consturctor ...
public Form1()
{
this.dataGridView1.Columns["UnitPrice"].DefaultCellStyle.Format = "c";
}
if its ASP.Net try something like DataFormatString="{0:c}"
<asp:BoundField HeaderText="Price/Unit"
DataField="UnitPrice" SortExpression="UnitPrice"
DataFormatString="{0:c}">
<ItemStyle HorizontalAlign="Right"></ItemStyle>
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