private DataGrid CreateTextBoxesDataGrid(string name)
{
    DataGrid dataGrid = new DataGrid();
    dataGrid.Name = name;
    //row ???
    dataGrid.Style = Resources["AppSettingsDataGridStyle"] as Style;
    dataGrid.Columns.Add(CreateNameColumn());
    dataGrid.Columns.Add(CreateTextValueColumn());
    dataGrid.Columns.Add(CreateComentColumn());
    return dataGrid;
}

...
mainGrid.Children.Add(CreateTextBoxesDataGrid("eeej"));

Grid.SetColumnSpan(dataGrid, colSpan);
   Grid.SetRow(dataGrid, row);