In this tutorial I will tell you how to create a grid pattern onto a photo.
1. Create a new document. 5x5 pixals. Transparent background.
2. Zoom in real close so you can see better. Create a 1 pixal wide line with the pencil tool going down the center, from right to left, top to bottom. You have a + in the middle. It should look like this:

3. Edit->Define Pattern. Name it whatever you want. Hit ok.
4. Open the picture you wish to apply this too. I chose a screen shot from the game Halo.
5. Create a new layer. Name it Grid.
6. On the new layer, go to Edit->Fill. In the contents select pattern for fill type. Next to Custom Pattern, select the pattern we just created. Blending: Normal, 100%, Uncheck Preserve Transparancy.
7. Adjust the opacity of the grid layer to around 35%. You can adjust it to suit your needs.
Here is my finished product.