private void MyDataGridView_MouseDown(object sender, MouseEventArgs e)
{
    if(e.Button == MouseButtons.Right)
    {
        var hti = MyDataGridView.HitTest(e.X, e.Y);
        MyDataGridView.ClearSelection();
        MyDataGridView.Rows[hti.RowIndex].Selected = true;
    }
}

private void DeleteRow_Click(object sender, EventArgs e)
{
    Int32 rowToDelete = MyDataGridView.Rows.GetFirstRow(DataGridViewElementStates.Selected);
    MyDataGridView.Rows.RemoveAt(rowToDelete);
    MyDataGridView.ClearSelection();
}