1. Open Photoshop. Open an image to apply grid effect.
2. Create New file with 10 pixel width, 10 pixel height and transparent background.
3. Keep Black as a foreground color. Fill the top and left 1 pixel area of transparent background with black color using Pencil Tool.
4. Select All using CTRL + A
5. Create a pattern by Edit > Define Pattern. Name the pattern.
6. Close the Pattern file and go back to image file. Create new layer. Keep it selected.
7. Edit > Fill
(Choose “Pattern” from “Use” drop down menu and again in “Custom Pattern” you will find newly created pattern)
8. Select newly created pattern and fill the layer. Change the layer mode to “Overlay”
Source : http://www.tutorialguide.net/grid_effect_tutorial.html