The thing that I have found with death is that acceptence is the most important thing. You have to make your peace with it, otherwise the person can haunt you for years.
People have to be allowed to grieve, and everyone grieves in different ways and over different periods of time. For some people, it can literally take years to really get over a death, and that isn't abnormal or wrong. Its the process that you go through. Some people go to a priest to talk, while some go to a counsellor, and some spend time at the grave. If you feel that you're not getting over your grandmother's death properly, or it doesn't feel right to you, that is when you should seek help, maybe talking to your father about it.
Having someone to share in your grief is also very important, in my opinion. When my dad died, a priest came to visit (who had never even met my father), my sister was out of the country and my mum and dad had divorced when I was 2, so I felt very alone. To share in grief is, I think, a very healing thing, and it reassures the people involved that they aren't alone, and what they're feeling is normal.
Anyway, that's all I can say, really. I hope that you're ok, and that your dad is too.