Validation controls and datagrids? possible?

Simple questions.

When I click edit and edit a value in a datagrid can I use validation controls? Or are they only for individual non grid controls?

I figure if that does not work then I can have server side only validation that checks the cell values in the update function.I guess if you put validator controls inside <edititemtemplate> for that column you can do it.

Sridhar!!
But each row in the datagrid has a differnt name.

<asp:RequiredFieldValidator id="RequiredFieldValidator1" runat="server" ErrorMessage="Required Field" ControlToValidate="TextBox1"></asp:RequiredFieldValidator
So what do I say for the controtovalidate?