I am still not familiar with the function I hope someone could help me on this.

What I tried to put in in the second parameter is, DataGrid.Columns.Item(x).SQLFieldName, I also used the name of the column found in the Columns Property but both doesn't work. What should be the correct Column Name to use when using GetFieldValue(Key Field Value, Field Name)? Thank you!

IIRC, the SQL field name is what you pass there (which would be the aliased field name if that applies). Make sure you have the KeyField set properly for the grid and passing a valid value for that key field as well.