Convertir una columna del DataGridView en estilo DateTimePicker para Fechas

Problema: Tengo un grid el cual quiero que una columna sea como el DateTimePicker, o sea, con una lista desplegable en donde se muestre un cuadro de fecha.
Solución: Hay una solución que da la ayuda de Microsoft, se pone DataGridView y DateTimePicker en la ayuda y es el primero que aparece en la lista, pero yo me hice líos con lo que allí se explica, el ejemplo es bastante extenso y algo complejo para quienes estamos iniciando en este mundo del Punto Net. Tuve que buscar un poco en el Internet, y seguía perdiéndome en el camino, hasta que decidí unir los pedazos de cada sitio y "echando a perder", logré que apareciera el famoso cuadro de fecha. Intentaré explicar lo que hice, sin tratar de irme por las ramas, para que se pueda entender.

OJO: El código a utilizar es largo, pero es casi copiar y pegar. Se lo puede pegar al final de todo el código que se tenga, siempre y cuando sea dentro de la clase principal.

Public Class Form1

    Private Sub Form1_Load(ByVal sender As System.Object, ByVal e As System.EventArgs) Handles MyBase.Load
            '-- Aquí va el código que inicia con el formulario
    End Sub
   
    '-- Aquí va todo el código de programación
   
    '-- Aquí se puede pegar el código que se describe abajo
End Class

Esta es la sección que se debe copiar, no se debe modificar nada, pues es un código genérico que sirve para cualquier DataGridView.

#Region "Calendario en DataGridView"
    Public Class CalendarColumn
        Inherits DataGridViewColumn

        Public Sub New()
            MyBase.New(New CalendarCell())
        End Sub

        Public Overrides Property CellTemplate() As DataGridViewCell
            Get
                Return MyBase.CellTemplate
            End Get
            Set(ByVal value As DataGridViewCell)

                ' Ensure that the cell used for the template is a CalendarCell.
                If (value IsNot Nothing) AndAlso _
                    Not value.GetType().IsAssignableFrom(GetType(CalendarCell)) _
                    Then
                    Throw New InvalidCastException("Must be a CalendarCell")
                End If
                MyBase.CellTemplate = value

            End Set
        End Property
    End Class
    
    Public Class CalendarCell
        Inherits DataGridViewTextBoxCell

        Public Sub New()
            ' Use the short date format.
            Me.Style.Format = "d"
        End Sub

        Public Overrides Sub InitializeEditingControl(ByVal rowIndex As Integer, _
            ByVal initialFormattedValue As Object, _
            ByVal dataGridViewCellStyle As DataGridViewCellStyle)

            ' Set the value of the editing control to the current cell value.
            MyBase.InitializeEditingControl(rowIndex, initialFormattedValue, _
                dataGridViewCellStyle)

            Dim ctl As CalendarEditingControl = _
                CType(DataGridView.EditingControl, CalendarEditingControl)
            ctl.Value = CType(Me.Value, DateTime)

        End Sub

        Public Overrides ReadOnly Property EditType() As Type
            Get
                ' Return the type of the editing control that CalendarCell uses.
                Return GetType(CalendarEditingControl)
            End Get
        End Property

        Public Overrides ReadOnly Property ValueType() As Type
            Get
                ' Return the type of the value that CalendarCell contains.
                Return GetType(DateTime)
            End Get
        End Property

        Public Overrides ReadOnly Property DefaultNewRowValue() As Object
            Get
                ' Use the current date and time as the default value.
                Return DateTime.Now
            End Get
        End Property

    End Class
    Class CalendarEditingControl
        Inherits DateTimePicker
        Implements IDataGridViewEditingControl

        Private dataGridViewControl As DataGridView
        Private valueIsChanged As Boolean = False
        Private rowIndexNum As Integer

        Public Sub New()
            Me.Format = DateTimePickerFormat.Short
        End Sub

        Public Property EditingControlFormattedValue() As Object _
            Implements IDataGridViewEditingControl.EditingControlFormattedValue

            Get
                Return Me.Value.ToShortDateString()
            End Get

            Set(ByVal value As Object)
                If TypeOf value Is String Then
                    Me.Value = DateTime.Parse(CStr(value))
                End If
            End Set

        End Property

        Public Function GetEditingControlFormattedValue(ByVal context _
            As DataGridViewDataErrorContexts) As Object _
            Implements IDataGridViewEditingControl.GetEditingControlFormattedValue

            Return Me.Value.ToShortDateString()

        End Function

        Public Sub ApplyCellStyleToEditingControl(ByVal dataGridViewCellStyle As  _
            DataGridViewCellStyle) _
            Implements IDataGridViewEditingControl.ApplyCellStyleToEditingControl

            Me.Font = dataGridViewCellStyle.Font
            Me.CalendarForeColor = dataGridViewCellStyle.ForeColor
            Me.CalendarMonthBackground = dataGridViewCellStyle.BackColor

        End Sub

        Public Property EditingControlRowIndex() As Integer _
            Implements IDataGridViewEditingControl.EditingControlRowIndex

            Get
                Return rowIndexNum
            End Get
            Set(ByVal value As Integer)
                rowIndexNum = value
            End Set

        End Property

        Public Function EditingControlWantsInputKey(ByVal key As Keys, _
            ByVal dataGridViewWantsInputKey As Boolean) As Boolean _
            Implements IDataGridViewEditingControl.EditingControlWantsInputKey

            ' Let the DateTimePicker handle the keys listed.
            Select Case key And Keys.KeyCode
                Case Keys.Left, Keys.Up, Keys.Down, Keys.Right, _
                    Keys.Home, Keys.End, Keys.PageDown, Keys.PageUp

                    Return True

                Case Else
                    Return Not dataGridViewWantsInputKey
            End Select

        End Function

        Public Sub PrepareEditingControlForEdit(ByVal selectAll As Boolean) _
            Implements IDataGridViewEditingControl.PrepareEditingControlForEdit

            ' No preparation needs to be done.

        End Sub

        Public ReadOnly Property RepositionEditingControlOnValueChange() _
            As Boolean Implements _
            IDataGridViewEditingControl.RepositionEditingControlOnValueChange

            Get
                Return False
            End Get

        End Property

        Public Property EditingControlDataGridView() As DataGridView _
            Implements IDataGridViewEditingControl.EditingControlDataGridView

            Get
                Return dataGridViewControl
            End Get
            Set(ByVal value As DataGridView)
                dataGridViewControl = value
            End Set

        End Property

        Public Property EditingControlValueChanged() As Boolean _
            Implements IDataGridViewEditingControl.EditingControlValueChanged

            Get
                Return valueIsChanged
            End Get
            Set(ByVal value As Boolean)
                valueIsChanged = value
            End Set

        End Property

        Public ReadOnly Property EditingControlCursor() As Cursor _
            Implements IDataGridViewEditingControl.EditingPanelCursor

            Get
                Return MyBase.Cursor
            End Get

        End Property

        Protected Overrides Sub OnValueChanged(ByVal eventargs As EventArgs)

            ' Notify the DataGridView that the contents of the cell have changed.
            valueIsChanged = True
            Me.EditingControlDataGridView.NotifyCurrentCellDirty(True)
            MyBase.OnValueChanged(eventargs)

        End Sub
    End Class
#End Region

Aquí se debe cambiar por el nombre del formulario en el que se encuentra el grid y el nombre del grid.

#Region "Calendario en DataGridView en Form"
    Public Class Form1 'El nombre del formulario
        Inherits Form

        Private DataGridView1 As New DataGridView() 'El nombre del grid
        <STAThreadAttribute()> _                Public Shared Sub Main()
            Application.Run(New Form1())
        End Sub

        Public Sub New()
            Me.DataGridView.Dock = DockStyle.Fill 'Aqui se cambia el nombre del grid
            Me.Controls.Add(Me.DataGridView) 'También aquí
            Me.Text = "Fecha"
        End Sub

    End Class
#End Region