You can make a bound field as read only or hide the Lookupbutton of the bound field through code in the page load event.
AxBoundField boundField = AxGridView1.Columns[i] asAxBoundField;
boundField.ReadOnly = true;
or
AxBoundField boundField = AxGridView1.Columns[i] asAxBoundField;
boundField.LookupButtonDisplaySettings = LookupButtonDisplaySettings.Never;