Getting a user's interactions with a DataGrid isn't as straightforward as it could be.

    Private Sub grdReview_MouseDown(ByVal sender As Object, _
        ByVal e As System.Windows.Forms.MouseEventArgs) _
        Handles grdReview.MouseDown

        Dim myGrid As DataGrid = CType(sender, DataGrid)
        Dim hti As System.Windows.Forms.DataGrid.HitTestInfo
        hti = myGrid.HitTest(e.X, e.Y)
        Select Case hti.Type
            Case System.Windows.Forms.DataGrid.HitTestType.None
                Console.WriteLine("You clicked the background.")
            Case System.Windows.Forms.DataGrid.HitTestType.Cell
                Console.WriteLine("You clicked cell at row " & _
                    hti.Row & ", col " & hti.Column)
            Case System.Windows.Forms.DataGrid.HitTestType.ColumnHeader
                Console.WriteLine("You clicked the column header for column " & _
                    hti.Column)
            Case System.Windows.Forms.DataGrid.HitTestType.RowHeader
                Console.WriteLine("You clicked the row header for row " & _
                    hti.Row)
            Case System.Windows.Forms.DataGrid.HitTestType.ColumnResize
                Console.WriteLine("You clicked the column resizer for column " & _
                    hti.Column)
            Case System.Windows.Forms.DataGrid.HitTestType.RowResize
                Console.WriteLine("You clicked the row resizer for row " & _
                    hti.Row)
            Case System.Windows.Forms.DataGrid.HitTestType.Caption
                Console.WriteLine("You clicked the caption")
            Case System.Windows.Forms.DataGrid.HitTestType.ParentRows
                Console.WriteLine("You clicked the parent row")
        End Select

    End Sub