Here you go
realneed4speed;[list][*]Open a new document[*]Create a new layer and make the background layer invisible[*]draw lines like in my example (any size that you prefer)[*]make a selection with the rectangular marquee tool (any size or shape you prefer)[*]define a pattern:
Edit/Define Pattern...[*]grids can now be created by filling a layer with this new (transparent) pattern[/list:u]
Just one of the many ways to do it.
Tip: You'll be able to use the layer blending modes, if you use this pattern on an empty layer. You can also use layer styles to add shadows, bevel, strokes, etc.
I hope that this is what you wanted