One of the constructors of the CMFCPropertyGridProperty class has the lpszValidChars parameter, which you can use to limit the input characters. eg.
CMFCPropertyGridProperty* pProp = new CMFCPropertyGridProperty(_T("Numeric Value"),
(_variant_t) 250l, _T("A numeric value"), NULL, NULL, NULL,
_T("0123456789"));
The last parameter restricts the characters that can be entered.
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