I had set the CRDBGRID for the users to select Multiple Rows by setting the dgMultiSelect to 'True'. It selects multiple row fine using the CNTRL key; however, when use the SHIFT key it do not work.
In the help file, it states, "Multiple sorting on selected columns (hold SHIFT down while clicking column headers to set multiple sorted columns; hold CTRL down and click columns area to remove sorting)."
Thanks for you help in advance..