Private Sub datagrid1_CellClick(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellEventArgs) Handles datagrid1.CellClick
dim valor as string
' e.columindex = columna que haz hecho click puedes especificar una en concreto ej:
' A 'B 'C 'D
' datagrid.item(2,e.rowindex).value' devolveria C
valor =datagrid.item(e.columindex,e.rowindex).value
textbox1.text=valor