Hook deathmsg event check if the 3rd argument is equal to grenade.
PHP Code:
#include <amxmodx>
public plugin_init()
{
register_event("DeathMsg", "DeathMsg", "a")
}
public DeathMsg()
{
new szW[32]
read_data(4, szW, charsmax(szW))
if(equal(szW, "grenade")) client_print(read_data(1), print_chat, "You killed someone with hegrenade");
}