Hi, first of all do the next:
DataGridView1.SelectionMode = DataGridViewSelectionMode.FullRowSelect;
DataGridView1.MultiSelect = true;
if this won't help try next :
You could override SetSelectedRowCore or SetSelectedCelCore and perform your custom selection.
The DataGridView control uses this method whenever it changes the selection state of a cell. The selection state changes without regard to the current SelectionMode property value, and without changing the CurrentCell property value. This is useful when you want to implement your own selection modes
Of course this means you will have to use an derived datagrid and not the standard one.