For future reference:
Here was what finally worked for me:
private void dataGridView1_ValidatingEditor(object sender, DataGridViewCellValidatingEventArgs e)
{
if (e.ColumnIndex > 1)
{
if (!string.IsNullOrEmpty(dataGridView1.Rows[e.RowIndex].Cells["end_Miles"].EditedFormattedValue.ToString()) && !string.IsNullOrEmpty(dataGridView1.Rows[e.RowIndex].Cells["begin_Miles"].EditedFormattedValue.ToString()))
{
int minMiles = Convert.ToInt16(dataGridView1.Rows[e.RowIndex].Cells["begin_Miles"].EditedFormattedValue);
int obtainMiles = Convert.ToInt16(dataGridView1.Rows[e.RowIndex].Cells["end_Miles"].EditedFormattedValue);
if (obtainMiles <= minMiles)
{
MessageBox.Show("End Miles should always be greater than Begin Miles");
}
}
}
}