Cannot be done with the control. One way to workaround this deficiency in the control is to create a boolean array with one element in the array for each item that may be selected. If you're selecting by row or by col, then a one dimensional array will suffice. If you're selecting by cells, then you'll need a two-dimentional array.
As items are selected, then turn that entry in the boolean array to true, and then set the cell background color to the selected color. As they are deselected, reset the corresponding array value to false and the cell background color. At any time, the items set to true in the array will identify the selected items of the grid. Good Luck
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As a circle of light increases so does the circumference of darkness around it. - Albert Einstein