How can I avoid that the formatting of the destination cells is changed, when I copy and paste or drag and drop cells in the grid. I only want to copy the text values.

You can specify GX_DNDTEXT when you call EnableOleDataSource and also when you register the grid as drop target.

Example:

int CMyGridView::OnCreate(LPCREATESTRUCT lpCreateStruct)
{
   if (CGXGridView::OnCreate(lpCreateStruct) == -1)
      return -1;
#if _MFC_VER >= 0x0400
   // Enable grid to be used as data source
   EnableOleDataSource(GX_DNDTEXT);
   // Register the grid as drop target
   VERIFY(m_objDndDropTarget.Register(this, GX_DNDEGDESCROLL | GX_DNDAUTOSCROLL | GX_DNDTEXT));

- Or - (for clipboard setting only)

   m_nClipboardFlags = GX_DNDTEXT;