Right click on the midi clip and choose:
Views>Piano Roll View.
This will open your midi clip in the Piano Roll View (Piano Roll View="PRV") in the Multidock.
Then do as Jonesey says. there is a drop down menu in the PRV dock options.
Along with grid lines you can also change the zoom level.
The little plus/minus (+/-) buttons in the corner of the PRV will let you zoom in/out.
You can also hover your mouse right above the PRV's time line, once it turns in to a magnifying glass,
left click and hold/ drag up/down.