Assuming you've defined each column of type DataGridViewComboBoxColumn, you'll want to add a handlers for the events: EditingControlShowing and CellBeginEdit. We use CellBeginEdit to identify the active cell and EditingControlShowing to obtain the edit control. The args DataGridViewCellCancelEventArgs and DataGridViewEditingControlShowingEventArgs provide us with the data access we need to set the dropdown list.

e.g

private void dgv_CellBeginEdit(object sender, DataGridViewCellCancelEventArgs e)
{
m_iActiveCellCol = e.ColumnIndex;
}

private void dgv_EditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e)
{
ComboBox cbx;
if(m_iActiveCellCol ==2)
{
cbx = (ComboBox)e.Control;
cbx.DataSource = m_oCol2DataSource;
cbx.DisplayMember = oCol2DataSource.DisplayMember;
}
}

A much easier way in fact is to simple cast the particular column that you want to modify as the code below demonstrates:

DataGridViewComboBoxColumn col = (DataGridViewComboBoxColumn)dgv.Columns["Value"];
col.Items.Add("HomeProject");
col.Items.Add("Work Stuff");