The editors created by the grid by default are shared. So doing something like this is usually not a good idea:
column.Editor.DataFilter = myDataFilter
The way to do this so that it only affects the columns you want is to assign the editor or EditorControl of the column.
column.EditorControl = ultraNumericEditor1
In this example, ultraNumericEditor1 is an UltraNumericEditor control with a DataFilter assigned to it.