设置：e.Handled = true;

private void grid_CellPainting(object sender, DataGridViewCellPaintingEventArgs e)
{
    if (e.RowIndex < 0)
        return;

    if (e.ColumnIndex == 0)
    {
        e.Paint(e.CellBounds, DataGridViewPaintParts.All);

        var w = Properties.Resources.SomeImage.Width;
        var h = Properties.Resources.SomeImage.Height;
        var x = e.CellBounds.Left + (e.CellBounds.Width - w) / 2;
        var y = e.CellBounds.Top + (e.CellBounds.Height - h) / 2;

        e.Graphics.DrawImage(someImage, new Rectangle(x, y, w, h));
        e.Handled = true;
    }
}

dataGridView1.Columns.Add(new DataGridViewImageColumn(){
    Image = someImage, Name = "someName", HeaderText = "Some Text"
});

void grid_CellFormatting(object sender, DataGridViewCellFormattingEventArgs e)
{
    if (e.RowIndex < 0)
        return;

    if (e.ColumnIndex == 1)
        e.Value = someImage;
}

void grid_CellClick(object sender, DataGridViewCellEventArgs e)
{
    if (e.RowIndex < 0)
        return;

    if (e.ColumnIndex == 1)
        MessageBox.Show("Clicked!");
}