...
    Private Sub ComboBox_SelectedIndexChanged(sender As Object, e As EventArgs)
 
        Dim cb As ComboBox = DirectCast(sender, ComboBox)
 
        If (cb.SelectedIndex <> -1) Then
            Dim dgv As DataGridView = DirectCast(cb.Parent.Parent, DataGridView)
            Dim cell As DataGridViewCell = dgv.CurrentCell
            Dim colIndex As Integer = cell.ColumnIndex
            Dim rowIndex As Integer = cell.RowIndex
 
            'Dim sb As New System.Text.StringBuilder()
            'sb.AppendLine(String.Format("Selected index changed: {0}", cb.SelectedIndex))
            'sb.AppendLine(String.Format("Column Index: {0}, Row Index: {1}", colIndex, rowIndex))
            'MessageBox.Show(sb.ToString())
 
            MessageBox.Show(CStr(DataGridView1.Item(colIndex, rowIndex).Value))
            MessageBox.Show(CStr(cb.SelectedItem))
        End If
 
    End Sub

    Public Sub GetValue(ByVal numCol As Integer, ByVal numRow As Integer)
        If numCol = 0 Then
            For Each N As DataRow In dt.Rows
                Dim Item As String = CStr(N.Item(1).ToString.Replace("*", ""))
                Try
                    If DataGridView1.Item(numCol, numRow).Value.ToString.Contains(Item) Then
                        DataGridView1.Item(5, 0).Value = N.Item(10)
                    End If
                Catch ex As Exception
 
                End Try
 
            Next
        End If
    End Sub

GetValue(e.ColumnIndex, e.RowIndex )

With List1
.AddItem (25)
.AddItem (36)
.AddItem (18)
.AddItem (13)
End With
With List2
.AddItem (16)
.AddItem (36)
.AddItem (11)
End With
 
 
 
Dim Diferencia() As Boolean 'Array para guardar el resultado de la comparación
 
 
For Item = 0 To List1.ListCount - 1
         ReDim Preserve Diferencia(Item + 1)
     Diferencia(Item) = CBool(List1.List(Item) = List2.List(Item))
      If List2.List(Item) = "" Then
        Diferencia(Item) = False
      End If
 
Next Item
MsgBox ("¿Son iguales " & List1.List(0) & " y " & List2.List(0) & "? " & Diferencia(0))
 
 
Dim str As String
For Index = 0 To UBound(Diferencia) - 1
 str = str + _
     List1.List(Index) & "=" & _
     List2.List(Index) & " --> " & _
     Diferencia(Index) & vbCrLf
 
Next Index
MsgBox (str)
 
 

For Each cell As DataGridViewCell In Me.DataGridView1.SelectedCells
    cell.Value = ...
Next cell

Dim cellsDict As New SortedDictionary(Of Integer, SortedSet(Of Integer))(Comparer(Of Integer).Default)
For Each cell As DataGridViewCell In DirectCast(sender, DataGridView).SelectedCells
    If Not cellsDict.ContainsKey(cell.ColumnIndex) Then
        cellsDict.Add(cell.ColumnIndex, New SortedSet(Of Integer))
    End If
    cellsDict.Item(cell.ColumnIndex).Add(cell.RowIndex)
Next cell
 
Dim sb As New StringBuilder()
For Each kvp As KeyValuePair(Of Integer, SortedSet(Of Integer)) In cellsDict
    sb.AppendLine(String.Format("{0}, {{{1}}}", kvp.Key, String.Join(", ", kvp.Value)))
Next
MessageBox.Show(sb.ToString())
' sb.Clear()
' cellsDict.Clear()

For Each kvp As KeyValuePair(Of Integer, SortedSet(Of Integer)) In cellsDict
    For Each value As Integer In kvp.Value
        Dim cell As DataGridViewCell = Me.DataGridView1.Rows(value).Cells(kvp.Key)
        cell.Value = ...
    Next value
Next kvp

 
    Private Sub DataGridView1_Click(sender As Object, e As EventArgs) Handles DataGridView1.Click
        MessageBox.Show(CStr(Me.DataGridView1.SelectedCells.Count))
    End Sub

Public Class Form1
    Dim CellColection As New List(Of String)
    Dim WithEvents MyDataGridView As New DataGridView
    Private Sub Form1_Load(sender As Object, e As EventArgs) Handles MyBase.Load
        Me.Controls.Add(MyDataGridView)
        With MyDataGridView
            .Width = 406
            .Height = 200
            .ReadOnly = True
            .ColumnCount = 3
            .RowCount = 5
            .Columns(0).Name = "Columna 1"
            .Columns(1).Name = "Columna 2"
            .Columns(2).Name = "Columna 3"
 
        End With
    End Sub
 
    Private Sub MyDataGridView_CellMouseClick(sender As Object, e As DataGridViewCellMouseEventArgs) Handles MyDataGridView.CellMouseClick
        If e.Button = Windows.Forms.MouseButtons.Left Then
            If CellColection.Count > 1 Then
                For Each Item In CellColection
                    Dim Columna As Integer = CInt(Item.Substring(0, 2))
                    Dim Fila As Integer = CInt(Item.Substring(2, 2))
                    If String.IsNullOrWhiteSpace(CStr(MyDataGridView.Item(Columna, Fila).Value)) Then
                        MyDataGridView.Item(Columna, Fila).Value = String.Format("{0:00}{1:00}", Columna, Fila)
                    Else
                        MyDataGridView.Item(Columna, Fila).Value = ""
                    End If
 
                Next
            End If
        End If
    End Sub
 
 
    Private Sub MyDataGridView_CellMouseUp(sender As Object, e As DataGridViewCellMouseEventArgs) Handles MyDataGridView.CellMouseUp
        'Obtiene la colección
        CellColection.Clear()
        For Each Cell As DataGridViewCell In Me.MyDataGridView.SelectedCells
            CellColection.Add(String.Format("{0:00}{1:00}", Cell.ColumnIndex, Cell.RowIndex))
        Next
    End Sub
End Class

   Dim celda As New List(Of String)
        For Each cell As DataGridViewCell In Me.DataGridView1.SelectedCells
            celda.Add(CStr(cell.ColumnIndex & "," & cell.RowIndex))
        Next
        MessageBox.Show(String.Join("; ", celda))