It is general problem, not caused by the grid itself. On enter key the default button of the from will be pressed. If there is no explicitly set button, the first button is considered as default. Some browsers may behave differently.
Since in the ASP architecture all elements are in the form. Instead of normal page where you would have only the form elements inside a form, it could happen the "Add New Record" to be the first button in your form thus making it default button. You have to explicitly set Default Button for your form, and prevent the submit.
Most people use such approach:
But of course it depends on your page, if you like to do something else on enter and so on.
Check this thread for some other solutions:
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