You need to use some JavaScript code to do that - its on the page part. Here is one that I use (jQuery)
$(document).ready(function(){
// capture the editors
var AllEditors = jQuery('#<%= gvGridViewID.ClientID %> :input[type=text]');
AllEditors.keydown(function (e) {
if (e.keyCode == 13)
{
e.preventDefault();
// the [value=Update] is the default value to Update control of GridView
jQuery(this).parents("tr").find("input[value=Update]").click();
}
});
});
If you have it inside UpdatePanel, you need to initialize it each time the UpatePanel fires. If you have it inside a custom control, you need to add extra variables on the function names to avoid conflicts.