If you do not want to lose the selections when you click into a selected cell, then you can subscribe to teh grid.Model.SelectionsChanging event and cancel it when this is the case.
//subscribe to the event somewhere
this.gridDataBoundGrid1.Model.SelectionChanging += new GridSelectionChangingEventHandler(Model_SelectionChanging);
//the handler
private void Model_SelectionChanging(object sender, GridSelectionChangingEventArgs e)
{
if(e.Range.IsEmpty)
{
if(this.gridDataBoundGrid1.Selections.Ranges.AnyRangeIntersects(e.ClickRange))
e.Cancel = true;
}
}