Please anyone help me on how to do this..
I can't find any method in the UltraGrid that accomplished this.
It's important to emphasize that WinGrid is entirely a databound control. If you don't have a data source set to the grid, you can't add rows to it. Attempting to call the band's AddNew() method will throw an exception if the grid isn't bound (or if the grid is bound to something that doesn't implement IBindingList).
If you want to use WinGrid without using a DataSet or custom business object, bind it to a WinDataSource and add your rows there.
fyi - as Vince pointed out - if you are binding a list of custom objects, the list must implement IBindingList. I had code that failed to perform that step, instead just binding an IList of my custom objects, and added rows failed to appear in the grid. By passing my IList into the IBindingList constructor, the problem was solved.