Hola, proba poner:
    
Código vb:
Ver original- Private Sub DBGrid1_MouseUp(Button As Integer, Shift As Integer, X As Single, Y As Single) 
-     MsgBox DBGrid1.Columns(1).CellValue(DBGrid1.RowBookmark(DBGrid1.RowContaining(Y))) 
- End Sub 
en "Columns" pones el indice de la columna... 
saludos.