MSHFlexGrid allows multiple selection by default if you set the SelectionMode property to "0 - flexSelectionFree." If you'd like to see a programmatic example, check out the Microsoft KnowledgeBase article Q187834, "HOWTO: Select and Unselect a Range of Cells in MSFlexGrid." Once the rows and columns are selected, you can the enumerate the values and drop them into your second grid.
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