Importing a grid (or DEM) file into Didger will display the grid nodes in the grid file as symbols. If the symbol shape is a cross, and the nodes are close together, the crosses can join and look like horizontal and vertical lines. You can change the shape or size of the symbols by selecting all the points (Edit | Select All or using Edit | Criteria Select) and changing the symbol properties in the Property Manager.

The ability to import grid files is mostly for people who want to change the projection of a grid file for use in Surfer. It is not meant to display contour lines.  The articles below provide instructions for changing the coordinate system of a grid file in Surfer and Didger.