I can't seem to get it where it deletes the row I right click and select delete. The following works only once I click the first cell of the row I want to remove and then right click. Would be nice if I didn't have to select but just happened.

Code:
Dim contextMenuForColumn1 As ContextMenu = New ContextMenu()

Private Sub Form1_Load(sender As Object, e As System.EventArgs) Handles Me.Load
        'Add all default values of controls
        contextMenuForColumn1.MenuItems.Add("Delete", AddressOf Me.DeleteRow)
        '... other menu items
End Sub

 Sub DeleteRow()
        Dim dgvRow As DataGridViewRow = dgvItems.CurrentCell.OwningRow
        dgvItems.Rows.Remove(dgvRow)
    End Sub

    Private Sub dgvItems_MouseDown(sender As Object, e As System.Windows.Forms.MouseEventArgs) Handles dgvItems.MouseDown
        Dim hitTestInfo As DataGridView.HitTestInfo
        If e.Button = Windows.Forms.MouseButtons.Right Then
            hitTestInfo = dgvItems.HitTest(e.X, e.Y)

            If hitTestInfo.Type = DataGridViewHitTestType.Cell Then
                If Not dgvItems.Rows(hitTestInfo.RowIndex).Selected Then
                    dgvItems.ClearSelection()
                    'dgvItems.Rows(hitTestInfo.RowIndex).Selected = True
                    dgvItems.Rows(hitTestInfo.RowIndex).Cells(hitTestInfo.ColumnIndex).Selected = True
                End If
            End If
        End If
    End Sub

    Private Sub dgvItems_MouseUp(sender As Object, e As System.Windows.Forms.MouseEventArgs) Handles dgvItems.MouseUp

        Dim hitTestInfo As DataGridView.HitTestInfo
        If e.Button = Windows.Forms.MouseButtons.Right Then
            hitTestInfo = dgvItems.HitTest(e.X, e.Y)

            'If column = first column
            If hitTestInfo.Type = DataGridViewHitTestType.Cell Or hitTestInfo.ColumnIndex = 0 Then
                contextMenuForColumn1.Show(dgvItems, New Point(e.X, e.Y))
            End If
        End If
    End Sub