So that the datagrid can be moved around, remember last position, closable, and also minimizable. Just like if open the datagrid inside of a ShowWindow method. Except that the ShowWindow method does not let one specify the starting position.
Solved. Used opensource codeplex FlotableWindow, to enclose the FeatureDatgrid within as content. This option seems better than using the built in Esri FloatingWindow becuase have source code and have greater control. Also comes with built in BringToFront option.
