You can catch a right click in the grid.MouseDown event and display the
contextmenu at that point if you are over the row where you want the
menu. Here is a little snippet that displays it over row 3. (Do not set
the dataGrid1.ContextMenu property if you want to only see the menu
over certain rows.)

private void dataGrid1_MouseDown(object sender,
System.Windows.Forms.MouseEventArgs e)
{
    if(e.Button == MouseButtons.Right)
    {
        Point pt = new Point(e.X, e.Y);
        DataGrid.HitTestInfo info = dataGrid1.HitTest(pt);
        if(info.Row == 3)
        {
            this.contextMenu1.Show(this.dataGrid1, pt);
        }
    }
}

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Clay Burch
Syncfusion, Inc.