Nope.
I’m guessing that the grant money is need-based. I think you’ll agree that getting the outside scholarship means that you have less need; therefore, your need-based grant from the school can be reduced. Some schools in this case where an outside scholarship is received will reduce loans and work study before reducing grants, but if you have no loans or work study, the grant will be hit dollar-for-dollar. You should feel good knowing that the grant money the school is not giving to you because of your outside scholarship can be awarded to another student who might otherwise find the school unaffordable.