Something like this?
Private Sub DataGridView1_RowHeaderMouseClick(ByVal sender As Object, ByVal e As DataGridViewCellMouseEventArgs) Handles DataGridView1.RowHeaderMouseClick
Dim sel as Integer
Me.leftclick = (e.Button = Windows.Forms.MouseButtons.Left)
If Me.leftclick = True Then
sel = DataGridView1.CurrentCell.RowIndex
Textbox1.Txt = DataGridView1.Rows(sel).Cells(0).Value
.....
'Or make a loop
End If
End Sub