Вот так я смог заставить его работать в SL 5 RC.
dg.ItemsSource.Add(data);
dg.SelectedItem = data; //set SelectedItem to the new object
dg.ScrollIntoView(data, dg.Columns[0]); //scroll row into view, for long lists, setting it to start with the first column
dg.Focus(); //required in my case because contextmenu click was not setting focus back to datagrid
dg.BeginEdit(); //this starts the edit, this works because we set SelectedItem above
Надеюсь, это поможет.