Can you explain exactly what you mean by "adding a new row"? Are you using the TemplateAddRow in the grid or adding a row in code or using the AddNew buttons?

When are you expecting the event to fire? If you are adding the row through the grid, then the event will fire any time you update a cell and move out of that cell, I think. Or at the very least, it has to fire when you leave the row - assuming you are clicking on another row in the grid and not clicking on some control outside of the grid that does not take focus, like a toolbar.