BCGControlBar Pro for MFC
void CBCGPGridCtrl::EnableDragSelectionBorder ( BOOL  bEnable = TRUE)

Enables or disables Drag Selection Border mode.

If Drag Selection Border mode is enabled, the grid starts Drag-and-Drop if the user clicks the selection border around selected items.

The Drag Selection Border mode can't be used together with Drag Selection mode.

To enable Drag-and-Drop call EnableDragSelectionBorder, then handle BCGM_GRID_BEGINDRAG message or override OnBeginDrag() function.