where dgaset is the name of your data grid
Private Sub DGASET_MouseUp(ByVal sender As Object, ByVal e As System.Windows.Forms.MouseEventArgs) Handles DGASET.MouseUp
Dim pt = New Point(e.X, e.Y)
Dim hti As DataGrid.HitTestInfo = DGASET.HitTest(pt)
If hti.Type = DataGrid.HitTestType.Cell Then
DGASET.CurrentCell = New DataGridCell(hti.Row, hti.Column)
DGASET.Select(hti.Row)
End If
End Sub