<DataGrid Grid.Row="0" x:Name="DataGridView" CanUserAddRows="False" CanUserDeleteRows="True" 
                      CanUserSortColumns="False" Focusable="True"
                      AutoGenerateColumns="True" SelectionMode="Single" 
                      SelectionUnit="FullRow" BorderThickness="0" CanUserResizeRows="False" HeadersVisibility="Column"
                      HorizontalGridLinesBrush="#A0A0A0" VerticalGridLinesBrush="#A0A0A0"
                      PreviewKeyDown="DataGridView_OnPreviewKeyDown" MouseLeftButtonUp="DataGridView_OnMouseLeftButtonUp" IsReadOnly="True">
                <DataGrid.CellStyle>
                    <Style TargetType="DataGridCell">
                        <Setter Property="BorderThickness" Value="0"/>
                        <Setter Property="BorderBrush" Value="Transparent"/>
                        <Setter Property="Padding" Value="0"></Setter>
                    </Style>
                </DataGrid.CellStyle>
                <DataGrid.RowStyle>
                    <Style TargetType="DataGridRow">
                        <Style.Triggers>
                            <Trigger Property="IsSelected"
                        Value="True">
                                <Setter Property="Background" Value="#3399FF"/>
                                <Setter Property="Foreground" Value="White"/>
                            </Trigger>
                        </Style.Triggers>
                    </Style>
                </DataGrid.RowStyle>
            </DataGrid>

var keyColumn = DataGrid.Columns[KeyColumnIndex];
            var style = new Style(typeof (DataGridCell));
            style.BasedOn = keyColumn.CellStyle;
            style.Setters.Add(new Setter(BackgroundProperty, Brushes.Wheat));
            var trigger = new Trigger { Property = DataGridCell.IsSelectedProperty, Value = true };
            trigger.Setters.Add(new Setter(BackgroundProperty, Brushes.Blue));

            style.Triggers.Add(trigger);
            keyColumn.CellStyle = style;
            DataGrid.SelectedIndex = 0;