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this.gridGroupingControl1.TableOptions.AllowSelection = GridSelectionFlags.Any & ~GridSelectionFlags.Cell;
this.gridGroupingControl1.TableOptions.ListBoxSelectionMode = SelectionMode.MultiExtended;
If you are using a flat grid (no nested tables), then you can try setting these properties.
But with the current release this does not work well with hierarchical data and nested tables. Here is a forum thread discussing this. Our upcoming 3.0 release addresses this problem.
http://www.syncfusion.com/Support/Forums/message.aspx?MessageID=18891