My workaround:

   1. Changed the data in the SQL table to string and stored the UNC path of the file.
   2. Added an image column to the datatable.
   3. On initialize row, if the File_Path column is not empty, display the image.
   4. Then I used the mouseclick event to catch the rightclick, grabbed the UIElement to see if it was the Image column, then displayed a custom context menu.

Here's some of the code:

Private Sub Form1_Load
   With Me
      .File_DataTable = PopulateViewableTable(.FillSqlString)
      .File_DataTable.Columns.Add("Img", GetType(Image))
      .File_Grid.DataSource = .File_DataTable
   End With
End Sub

Private Sub File_Grid_InitializeRow
   With e.Row
      Dim CellVal = .GetCellValue(.Band.Columns("File Path"))
      If (Not CellVal Is DBNull.Value) AndAlso (Not CellVal = "") Then
         .Cells("PB").Value = My.Resources.FileIcon
      Else
         .Cells("PB").Value = DBNull.Value
      End If
   End With
End Sub

Private Sub File_Grid_MouseClick
   If e.Button = Windows.Forms.MouseButtons.Right Then
      Dim MousePoint As Point = New Point(e.X, e.Y)
      Dim element As UIElement = CType(sender, UltraGrid).DisplayLayout.UIElement.ElementFromPoint(MousePoint)
      Dim CellClicked As UltraGridCell = CType(element.GetContext(GetType(UltraGridCell)), UltraGridCell)

      If Not CellClicked Is Nothing AndAlso CellClicked.Column.Key = "PB" Then
         Me.RowDataToUse = CellClicked.Row.ListObject
         Me.Create_ContextMenu(Me.RowDataToUse.Item("File Path").ToString)
         Me.GridContextMenu.Show(Me.File_Grid, MousePoint)
      End If
   End If
End Sub



Here are my resources: