No. DataGrid converts itself into Table HTML element with CSS. To put it inside a scrolling area you should put your DataGrid either:
- inside a different ASPX file and loading it into an IFRAME inside existing ASPX
- create a scrollable DIV with all client side functionality (javascript) for scrolling its content - this way you have control not just over the content and size of the container, but also the complete design and functionality of the scrollbar...