Display a message box when the user double-clicks on a cell

Example:

BOOL CGridSampleView::OnLButtonDblClkRowCol(ROWCOL nRow, ROWCOL nCol, UINT nFlags, CPoint pt)
{
   AfxMessageBox("Hello");
   return TRUE;
}

It is very important that you return TRUE.  This tells Objective Grid that the double-click has been handled.