Hi,
Can any one know how to customize xamdatagrid in our way?
You can also look at Tangerine for an example of a customized xamDataGrid.
You may find more answers posting this on the xamDataGrid forum, and offering a little more information about what you would like to customize about the xamDataGrid.
For starters, though, I would recommend the Styling Your Application section of the NetAdvantage for WPF online help. It explains the available styling points and how to create your own ThemePack, if that is what you need.