<asp:GridView ID="MyGridView" runat="server"
OnRowDataBound="MyGridView_RowDataBound"
OnSelectedIndexChanged="MyGridView_SelectedIndexChanged">
...
...
...
</asp:GridView>

protected void MyGridView_RowDataBound(object sender, GridViewRowEventArgs
e)
{
   if (e.Row.RowType == DataControlRowType.DataRow)
   {
       e.Row.Attributes.Add("onclick",
ClientScript.GetPostBackEventReference(MyGridView, "Select$" +
e.Row.RowIndex.ToString()));
       e.Row.Style.Add("cursor", "pointer");
   }
}

protected void MyGridView_SelectedIndexChanged(object sender, EventArgs e)
{
   string strSelectedID = MyGridView.SelectedValue.ToString();
}