Datagrid Column

Assuming this is my DataGrid and its record.

===========================
|StudNo | StudName |
===========================
|001 | MeeJee Joi |
---------------------------
|002 | Gou Li |
---------------------------
|003 | William Ho |
---------------------------

I have tried:
MessageBox.Show(DataGrid1.Item(0,0)) 'and this code worked and it display "001"

But how about when the user select and click on the other record like for example on the row 3 which is "003",
and this code doesnt work: MessageBox.Show(DataGrid1.Item(0,0))

All I want to happen is, When I on the DataGrid, it display the current StudNo of each record using Message Box!
Anyone can help me please!