<DataGridTemplateColumn Header="Start Date">
                            <DataGridTemplateColumn.CellTemplate>
                                <DataTemplate>
                                    <DatePicker Name="StartDate" SelectedDate="{Binding StartDate}" BorderThickness="0" SelectedDateChanged="StartDate_SelectedDateChanged">
                                        <DatePicker.Resources>
                                            <Style TargetType="DatePickerTextBox">
                                                <Setter Property="IsReadOnly" Value="True"/>
                                                <Setter Property="IsEnabled" Value="False"/>
                                            </Style>
                                        </DatePicker.Resources>
                                    </DatePicker>
                                </DataTemplate>
                            </DataGridTemplateColumn.CellTemplate>
                        </DataGridTemplateColumn>

Private Sub ValidateDateChanged(sender As Object, e As SelectionChangedEventArgs)
        If MessageBoxResult.No = MessageBox.Show("Yes to Continue with the change",
                                                    vbApplicationModal + MsgBoxStyle.Information, MessageBoxButton.YesNo) Then
             how to reset the date value to the original value and stop event handler to not invoke again for this ovriden date change
             was trying this e.source.SelectedDate = CType(e.RemovedItems(0), Date)
        End If
     Sub