A word of warning. When you drag an Infragistics 2007 grid onto your form, it doesn't create it "empty", but with hard-coded appearance settings put into the designer.cs. This results in your AppStylist themes not working 100% correctly since they get overridden in code. There is no warning that this happens and it occurs apparently by default. I'm told that the 2008 release fixes this, but I'm amazed that this slipped through the net. I had to manually go through the designer.cs for about 10 Forms & Controls and modify the generated code to remove the junk so that my Style worked as expected. There's a workaround for this - when you first drag on the Grid, immediately use the "Reset Layout" function (in the Properties pane) to get rid of all the hard-coded stuff that it's created for itself. You can't really use this function later, however, as it removes all changes that you've to the Grid made including hidden columns, groupings etc. etc..
I've stopped using the above control. Not only is it unusual in it's design but it's dog slow. I've replaced them with ValueLists in the Grid designer - much faster. The only drawback is that you then can't bind directly to a datasource - instead you have to manually enumerate through your data source and add value items to the value list. But at least it works.