Try setting
this.grid.ActivateCurrentCellBehavior = GridCellActivateAction.SetCurrent;
Then handle the CurrentCellMoved event and if you are in the column where you want to selectall, explicilty do it.
private void gridDataBoundGrid1_CurrentCellMoved(object sender, GridCurrentCellMovedEventArgs e)
{
GridCurrentCell cc = this.gridDataBoundGrid1.CurrentCell;
if(cc.ColIndex == 2)
{
GridTextBoxControl tb = cc.Renderer.Control as GridTextBoxControl;
if(tb != null)
{
tb.SelectAll();
}
}
}