There is an event for CellMouseDown already. And the properties of e give me row index and column index and such. The event fires when the mouse button is pressed down overtop of a cell on your DataGridView (the new DataGrid). I've searched the MSDN site which gives some examples of using this event. Their example pops up a MessageBox on CellMouseDown, which tells you the column/row location of the cell you clicked. I reproduced their example, and the MessageBox does pop up on MouseDown, but regardless of what I try, the row won't select on MouseDown.
I've also tried using just the regular MouseDown even (instead of CellMouseDown), but e doesn't give you RowIndex or Column index, so that is not as useful of an event. And regardless, it doesn't work either. For either, when I do mouse down just the single cell highlights. Then if I recall correctly, on mouse up is when the whole row selects (I have since changed the events to MouseUp so I'm not sure of the prior behavior. I'm still trying to get it changed to on MouseDown/CellMouseDown though).
It's the weirdest thing. It's like their event doesn't work right.
Is there such an event available or do you have to use a custom event handler?