Private Sub gridAktUC_CellMouseDown(ByVal sender As Object, ByVal e As _
  System.Windows.Forms.DataGridViewCellMouseEventArgs) Handles _
  gridAktUC.CellMouseDown
        Dim g As DataGridView = CType(sender, DataGridView)
 
        If e.Button = Windows.Forms.MouseButtons.Right Then
            g.Columns(e.ColumnIndex).Selected = True
        End If
    End Sub

Gruss, Yuffie
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(VB.NET 2017)