If I understand you right, when you click on some cells, horizontal scrollbar scrolls to the right and this is unacceptable for you.

This occur when you click on cell, which is visible partially (i.e. this occurs also for partially visible cells at bottom and cause vertical scrollbar to scroll down).

To prevent this behavior, set SelectionMode property of the grid to 1 - By Row (this will prevent horizontal scroll, but not vertical) or to 2 - By Column (this will prevent vertical scroll, but not horizontal).