Make the DataGrid support single select vs multiselect mode.

You can do this by subclassing your DataGrid and overriding the OnMouseMove and OnMouseDown methods. I also add a new SingleSelect property to the DataGrid so you can toggle single selection on and off.

Add these module level variables:

    ' Single row selection flag.
    Private mySingleSelect As Boolean = False

    ' Used to see what part of grid was clicked.
    Private myHitTestInfo As DataGrid.HitTestInfo

    Private myOldSelectedRow As Integer

Add this property:

    Public Property SingleSelect() As Boolean
        Get
            SingleSelect = mySingleSelect
        End Get

        Set(ByVal theValue As Boolean)
            mySingleSelect = theValue
        End Set
    End Property

Add these methods:

    Protected Overloads Overrides Sub OnMouseMove(ByVal e As MouseEventArgs)
        '
        ' Make the DataGrid support single select mode vs the 
        ' default multiselect mode. Don't call the base class if 
        ' left mouse down to avoid dragging selections. 
        '
        On Error Resume Next

        If (e.Button <> MouseButtons.Left) Or Not mySingleSelect Then
            MyBase.OnMouseMove(e)
        End If

    End Sub


    Protected Overloads Overrides Sub OnMouseDown(ByVal e As MouseEventArgs)
        '
        ' Make the DataGrid support single select mode vs the default multiselect mode.
        ' Handle selecting and unselecting without calling the base class if the click 
        ' is on the header
        '
        On Error Resume Next

        myHitTestInfo = Me.HitTest(New Point(e.X, e.Y))

        If (myHitTestInfo.Type = Me.HitTestType.Cell) Then
            '
            ' When a grid cell is clicked prevent multi-select.
            '
            If mySingleSelect Then
                If myOldSelectedRow > -1 Then
                    '
                    ' Account for deleted rows.
                    '
                    Dim cm As CurrencyManager = _
                        CType(Me.BindingContext(Me.DataSource), CurrencyManager)

                    If myOldSelectedRow > cm.Count - 1 Then
                        myOldSelectedRow = cm.Count - 1
                    End If

                    Me.UnSelect(myOldSelectedRow)
                End If
                myOldSelectedRow = -1
            End If

            MyBase.OnMouseDown(e)
        Else
            '
            ' Prevent row resizing and multi-select.
            '
            If (myHitTestInfo.Type = Me.HitTestType.RowHeader) Then
                If myOldSelectedRow > -1 And mySingleSelect Then
                    '
                    ' Account for deleted rows.
                    '
                    Dim cm As CurrencyManager = _
                        CType(Me.BindingContext(Me.DataSource), CurrencyManager)

                    If myOldSelectedRow > cm.Count - 1 Then
                        myOldSelectedRow = cm.Count - 1
                    End If

                    Me.UnSelect(myOldSelectedRow)
                End If

                If ((Control.ModifierKeys And Keys.Shift) = 0) Then
                    MyBase.OnMouseDown(e)
                Else
                    If mySingleSelect Then
                        Me.CurrentCell = _
                          New DataGridCell(myHitTestInfo.Row, myHitTestInfo.Column)
                    End If
                End If

                Me.Select(myHitTestInfo.Row)
                myOldSelectedRow = myHitTestInfo.Row
            End If
        End If
    End Sub

For the C# programmer, add these fields:

    // Single row selection flag.
    private bool mySingleSelect = false;

    // Used to see what part of grid was clicked.
    private DataGrid.HitTestInfo myHitTestInfo;

    private int myOldSelectedRow;

Add this property:

    public bool SingleSelect
    {
        get
        {
            return mySingleSelect;
        }
        set
        {
            mySingleSelect = value;
        }
    }

Add these methods:

    protected override void OnMouseMove(MouseEventArgs e)
    {
        //
        // Make the DataGrid support single select mode vs the default multiselect mode.
        // Don't call the base class if left mouse down to avoid dragging selections. 
        //
        if ((e.Button != MouseButtons.Left) | (mySingleSelect == false))
        {
            base.OnMouseMove(e);
        }
    }


    protected override void OnMouseDown(MouseEventArgs e)
    {
        //
        // Make the DataGrid support single select mode vs the default multiselect mode.
        // Handle selecting and unselecting without calling the base class if the click 
        // is on the header
        //

        myHitTestInfo = this.HitTest(new Point(e.X, e.Y));

        if (myHitTestInfo.Type == HitTestType.Cell)
        {
            //
            // When a grid cell is clicked prevent multi-select.
            //
            if (mySingleSelect)
            {
                if (myOldSelectedRow > -1)
                {
                    //
                    // Account for deleted rows.
                    //
                    CurrencyManager cm = (CurrencyManager)this.BindingContext[this.DataSource];

                    if (myOldSelectedRow > cm.Count - 1
                        myOldSelectedRow = cm.Count - 1;

                    this.UnSelect(myOldSelectedRow);
                }
                myOldSelectedRow = -1;
            }
            base.OnMouseDown(e);
        }
        else
        {
            //
            // Prevent row resizing and multi-select.
            //
            if (myHitTestInfo.Type == HitTestType.RowHeader) 
            {
                if ((myOldSelectedRow > -1) & (mySingleSelect))
                {
                    //
                    // Account for deleted rows.
                    //
                    CurrencyManager cm = (CurrencyManager)this.BindingContext[this.DataSource];

                    if (myOldSelectedRow > cm.Count - 1)
                        myOldSelectedRow = cm.Count - 1;

                    this.UnSelect(myOldSelectedRow);
                }

                if ((Control.ModifierKeys & Keys.Shift) == 0)
                    base.OnMouseDown(e);
                else
                {
                    if (mySingleSelect)
                       this.CurrentCell = new DataGridCell(myHitTestInfo.Row, myHitTestInfo.Column);
                }

                this.Select(myHitTestInfo.Row);
                myOldSelectedRow = myHitTestInfo.Row;
            }
        } //else
    }  // OnMouseDown