my Datagrid is:

<data:DataGrid x:Name="dgSearchResults" Style="{StaticResource dgStyle}" Grid.Row="1"  ColumnHeaderStyle="{StaticResource dgHeaderStyle}" >

I have defined styles in my App.xaml file:

<Style x:Key="dgStyle" TargetType="data:DataGrid">
        <Setter Property="Background" Value="White"/>
        <Setter Property="RowBackground" Value="#FFF6F6F6"/>
        <Setter Property="Foreground" Value="#FF3A3B3B"/>
        <Setter Property="FontFamily" Value="Verdana"/>
        <Setter Property="FontSize" Value="13.333"/>
    </Style>

EXCEPTION--> Invalid attribute value data:DataGrid for property TargetType. [Line: 61 Position: 43]