If you want this behavior, do not set the SelectCellsMouseButtonMask. Instead, handle the SelectionsChanging event, and set e.Cancel = true if you right-click on selected cells.
Private Sub SelectionChanging(ByVal sender As Object, ByVal e As GridSelectionChangingEventArgs)
If e.Reason = GridSelectionReason.MouseDown And Control.MouseButtons = MouseButtons.Right Then
Dim row, col As Integer
Dim pt As Point = Me.GridDataBoundGrid1.PointToClient(Control.MousePosition)
If Me.GridDataBoundGrid1.PointToRowCol(pt, row, col, -1) Then
Dim rangeList As GridRangeInfoList
rangeList = Me.GridDataBoundGrid1.Selections.GetSelectedRows(True, False)
If rangeList.AnyRangeIntersects(GridRangeInfo.Cell(row, col)) Then
e.Cancel = True
End If
End If
End If
End Sub