Turning Off Multiple Selection Behavior For DataGrids
By Victor Treckeme

Here is a simple way that will work for most purposes. Since you can't know which rows are selected without checking each one, just unselect all of them and set the current row and selected row to the last row "hit." The last row will be the one where the mouse is positioned on the MouseUp event. See the sample code below.

private void dataGrid1_MouseUp (object sender, 
System.Windows.Forms.MouseEventArgs e)
// Prevent multiple select when using CTRL or SHIFT keys
{
 DataGrid.HitTestInfo hti = dataGrid1.HitTest (e.X, e.Y);
 if (e.Button == MouseButtons.Left && hti.Type == 
 DataGrid.HitTestType.RowHeader)
 {
  for (int i = 0; i < dataGrid1.BindingContext[dataGrid1.DataSource, 
  dataGrid1.DataMember].Count; i++)
  {
   dataGrid1.UnSelect(i);
  }
 dataGrid1.CurrentRowIndex = hti.Row;
 dataGrid1.Select(hti.Row);
 }
}