There are always so many ways to accomplish things in WPF. :-) You could also register class handlers for the MouseEnter/Leave events for the CalleValuePresenter. Note, since these are static handlers they will be invoked for every CellValuePresenter in any grid in the application but you could filter it by the owning DataPresenter.
E.g. replace DialogWindow with your main window's class name

If you do not want to use the Triggers approach suggested by Yanko, here's a way to do it in code:

void xamDG_PreviewMouseMove(object sender, MouseEventArgs e)
{
    DependencyObject depObj = e.OriginalSource as DependencyObject;

    CellValuePresenter cvp = Infragistics.Windows.Utilities.GetAncestorFromType(
        depObj,
        typeof(CellValuePresenter),
        true,
        this.xamDG)
        as CellValuePresenter;

    if (cvp == null)
        return;

    Debug.WriteLine("Mouse is over data item: " + cvp.Record.DataItem);
    Debug.WriteLine("Mouse is over field: " + cvp.Field.Name);
}