When I have selected a range of cells,  I expect  the selection to clear when I move the active cell without keeping the <SHIFT>-Key down.  How can I make Objective Grid  clear the selection when I move the active cell?

You could override OnMovedCurrentCell( ) as follows.

Example:

void CGridSampleView::OnMovedCurrentCell( ROWCOL nRow, ROWCOL nCol )
{
   BOOL bShift = GetKeyState(VK_SHIFT) & 0x8000;
    if (!IsSelectingCells() && !bShift)
        SetSelection(0);
    CGXGridCore::OnMovedCurrentCell( nRow, nCol );
}