1. Create a new document (Ctrl+N). Choose the size of the squares you want in your grid. Here I'm using 25x25, make sure your width and height dimensions are the same, they have to be squares. Very important: don't forget to make your new document transparent. Otherwise nothing will be show behind the grid. And we wouldn't want that to happen do we..
2. Select the entire image by clicking Ctrl+A. Go to Edit > Stroke and use the settings as shown below, chose your color and hit OK (I always use two grids, a black and a white one)
3. Go to Edit > Define Pattern
You will see a window appear where you have to give your pattern a name. Just as the scanlines & circle pattern, it wil be saved in the library so you can use it again in the future
4. Now it's time to open your image that's gonna get a grid. Create a new layer (Shift+Ctrl+N) and fill it with your pattern by clicking Edit > Fill. Select your grid pattern and hit OK
5. The grid might be a little overwhelming so bring down the opacity and or fill in the layers palette so you end up with the desired effect. Don't be afraid to really bring it down with more than 50 %. You don't want the grid to take over your whole image
