DataGrid KeyDown problem

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C#

i have a DataGrid named myGrid.
I want to use the keyDown event to recognize the arrow keys.
But it doesn't work.
Selected row's SelectionBackColor turns blue with i clicked on a row, but selected cell's backColor not turn.
therefore the keyDown event won't fire.
i cant use arrow keys, unless selected row's color turn blue together selected cells.
if i select row header, it works.
i'm sendin full row selection code that in Grid's CurrentCellChanged event.
Does anyone know why the event wont fire when a cell's text selected?
or how the event fires?
sorry my bad english..

private void myGrid_CurrentCellChanged(object sender, EventArgs e)
        {
            myGrid.Select(myGrid.CurrentCell.RowNumber);            
        }