The following example demonstrates how to provide a new style that will change the foreground color of a cell when its value fails the validation process.

XAML
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<Grid xmlns:xcdg="http://schemas.xceed.com/wpf/xaml/datagrid"

     xmlns:local="clr-namespace:Xceed.Wpf.Documentation">

  <Grid.Resources>

     <xcdg:DataGridCollectionViewSource x:Key="cvs_composers"

                                        Source="{Binding Source={x:Static Application.Current}, 

                                                         Path=Composers}"/>

     <Style x:Key="cell_error" TargetType="{x:Type xcdg:DataCell}">

          <Setter Property="Foreground" Value="Red"/>

       </Style>

  </Grid.Resources> 

  <xcdg:DataGridControl ItemsSource="{Binding Source={StaticResource cvs_composers}}"

                                            CellErrorStyle="{StaticResource cell_error}">

     <xcdg:DataGridControl.Columns>

       <xcdg:Column FieldName="Period"

                    CellEditor="{StaticResource periodEditor}">                                   

          <xcdg:Column.CellValidationRules>

             <local:PeriodVSCompositionCountCellValidationRule/>

          </xcdg:Column.CellValidationRules>

       </xcdg:Column>

       <xcdg:Column FieldName="CompositionCount">

          <xcdg:Column.CellValidationRules>

             <local:PeriodVSCompositionCountCellValidationRule />

          </xcdg:Column.CellValidationRules>

       </xcdg:Column>

     </xcdg:DataGridControl.Columns>

  </xcdg:DataGridControl>

</Grid>