DataGridViewImageColumn image = new DataGridViewImageColumn();
            image.ImageLayout = DataGridViewImageCellLayout.Zoom;
            image.HeaderText = "图片描述";
            image.Name = "图片描述";
            image.Width = 80;
            this.dgview_Lesson.Columns.Add(image);

            for (int i = 0; i < this.dgview_Lesson.Rows.Count; i++)
            {
                L_Lesson Info = Lessonlist[i] as L_Lesson;
                if (System.IO.File.Exists(Path.GetDirectoryName(Application.ExecutablePath) + "\\Lesson\\" +
             Path.GetFileName(Info._Image.ToString())))
                {
                  this.dgview_Lesson["图片描述", i].Value = Image.FromFile(Path.GetDirectoryName(
              Application.ExecutablePath) + "\\Lesson\\" + Path.GetFileName(Info._Image.ToString()));
                    
               }

            }

DataGridViewImageColumn image = new DataGridViewImageColumn();
            image.ImageLayout = DataGridViewImageCellLayout.Zoom;
            image.HeaderText = "图片描述";
            image.Name = "图片描述";
           //把image和数据源属性绑定起来
            image.DataPropertyName="_Image";
            image.Width = 80;
            this.dgview_Lesson.Columns.Add(image);

//因为原始数据源不是二进制流，只是string，所以需要在显示的处理转换，此处定制cellFormart显示转换事件
   this.dgview_Lesson.CellFormatting += new DataGridViewCellFormattingEventHandler(dgview_Lesson_CellFormatting);



   void dgview_Lesson_CellFormatting(object sender, DataGridViewCellFormattingEventArgs e)
        {
             if (dgview_Lesson.Columns[e.ColumnIndex].Name == "图片描述") 
             {
                 if (e.Value != null) 
                {
                          //处理你自己的过程，初始进入e.value是string，返回是image
                         e.value=Image.FromFile(e.value);
                }         
             }
        }

------解决方案--------------------

我做了个测试：我直接在datagridview中绑定一张图片，显示红X；

后台代码中加载：
C# code
private void Form1_Load(object sender, EventArgs e)
        {
            dataGridView1["d", 0].Value = new Bitmap(@"C:\Users\xiebin\Desktop\common\1.jpg");
        }