Something like:
Private Sub DataGridView_CellContentDoubleClick(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellEventArgs) Handles DataGridView.CellContentDoubleClick
Dim CellValue As String = DataGridView.Rows(e.RowIndex).Cells("YouCollumnNam e").Value
End Sub
OR .....
Private Sub DataGridView_CellContentDoubleClick(ByVal sender As Object, ByVal e As System.Windows.Forms.DataGridViewCellEventArgs) Handles DataGridView.CellContentDoubleClick
Dim CellValue As String = DataGridView.Rows(e.RowIndex).Cells(0).Value
End Sub