IronRazerz from the forums has shown this code.
If the cells in your 6th column are TextBox types then you can do it like this using a DataGridViewTextBoxEditingControl. You will notice if you look at the DataGridViewTextBoxEditingControl events that it has a KeyDown event too if you need that instead.
Public Class Form1
Private WithEvents EditControl As DataGridViewTextBoxEditingControl
'this event is raised when a cell enters the editing mode
Private Sub DGV_EditingControlShowing(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewEditingControlShowingEventArgs) Handles DataGridView1.EditingControlShowing
'here you are just checking if the Edit Control is Nothing and that the current cell is in the 6th column
If EditControl Is Nothing AndAlso DataGridView1.CurrentCell.ColumnIndex = 5 Then
'this casts the EditControl to the current cell`s edit control. This way you can access its events (TextChanged, KeyDown, or whatever)
EditControl = DirectCast(e.Control, DataGridViewTextBoxEditingControl)
'this is the EditControl`s Leave event where you will set it to Nothing. Otherwise you will catch keys even if you edit another cell.
Private Sub EditControl_Leave(sender As Object, e As EventArgs) Handles EditControl.Leave
EditControl = Nothing
Private Sub EditControl_TextChanged(ByVal sender As Object, ByVal e As System.EventArgs) Handles EditControl.TextChanged
'cast the sender Object to a DataGridViewTextBoxEditingControl so that you can access the text of the cell that is in the editing mode
Dim ec As DataGridViewTextBoxEditingControl = DirectCast(sender, DataGridViewTextBoxEditingControl)
Label1.Text = ec.Text 'you will see the label change as the selected cell text is changing