Thanks. But this is not for me.
KeyPress event does not react on single Shift key and it is not fired until keystoke is released.

Now let me explain. I want to provide multi-selection functionality in grid, so user would be able to select multiple records with mouse or keyboard.
The most flexible solution is to read Shift key status to in the AfterRowColChange event handler to recognise that cursor movement was a selection (Like Shift+Click selects multiple files in explorer).
MouseDown event also does not help becouse it is fired after AfterRowColChange event.

API can help but it uses complex structures. I cannot find easy way to read Shift key status in API reference.