PickRange method definition:

PickRange(Func<...,bool> handler, cursor)

where

• handler is an anonymous function that is called when range picked by user.
• Return true from this handler if range is expected. Return false to continue pick range.
• cursor is the cursor displayed when user picking range. Cursor will be restored to default after operation is terminate.

grid.PickRange((inst, range) =>
{
  MessageBox.Show("User picked range: " + range.ToString());
  return true;
}, Cursors.Hand);