Thanks. I tried it but I'm getting this exception:

System.InvalidOperationException was unhandled
  Message="Not enough context to add a new row. Either a row in this band or the parent band has to be active to provide for enough context."
  Source="Infragistics2.Win.UltraWinGrid.v8.2"
  StackTrace:
       at Infragistics.Win.UltraWinGrid.UltraGridBand.AddNewHelper(RowsCollection rows)
       at Infragistics.Win.UltraWinGrid.UltraGridBand.AddNew(Boolean calledFromAddNew)
       at Infragistics.Win.UltraWinGrid.UltraGridBand.AddNew()
 ...

Sorry, but I'm really clueless on how to solve this problem.

Also, can anyone give a me sample code or tutorial on using UltraWinGrid (especially for manually adding data into the grid via code).

I've been googling for a couple of days now yet I haven't found any tutorial or sample code yet. :(

I hope you can help me. Thanks in advance.

 Thank you for that wonderful link :) I hope I can find the solution to my problem in there.