To select a row, use the Row property of the grid or use the MoveTo method. i.e.
'If you know the position of the row to be selected do:
GridEX1.Row = rowPosition
'If you have a reference of the datarow you want to select do:
Dim row As GridEXRow
row = GridEX1.GetRow(myDataRow)
if Not (row Is Nothing) Then
GridEX1.MoveTo(row)
End If
When using Row or MoveTo, the control will automatically scroll to show the selected row.