bool newRowNeeded;
private void dataGridView1_NewRowNeeded(object sender,
    DataGridViewRowEventArgs e)
{
    newRowNeeded = true;
}

const int initialSize = 5000000;
int numberOfRows = initialSize;

private void dataGridView1_RowsAdded(object sender,
     DataGridViewRowsAddedEventArgs e)
{
    if (newRowNeeded)
    {
        newRowNeeded = false;
        numberOfRows = numberOfRows + 1;
    }
}

#region "data store maintance"
const int initialValue = -1;

private void dataGridView1_CellValueNeeded(object sender,
    DataGridViewCellValueEventArgs e)
{
    if (store.ContainsKey(e.RowIndex))
    {
        // Use the store if the e value has been modified 
        // and stored.            
        e.Value = store[e.RowIndex];
    }
    else if (newRowNeeded && e.RowIndex == numberOfRows)
    {
        if (dataGridView1.IsCurrentCellInEditMode)
        {
            e.Value = initialValue;
        }
        else
        {
            // Show a blank value if the cursor is just resting
            // on the last row.
            e.Value = String.Empty;
        }
    }
    else
    {
        e.Value = e.RowIndex;
    }
}

private void dataGridView1_CellValuePushed(object sender,
    DataGridViewCellValueEventArgs e)
{
    store.Add(e.RowIndex, int.Parse(e.Value.ToString()));
}
#endregion

private Dictionary<int, int> store = new Dictionary<int, int>();