MSHFlexGrid的selecttionMode设了by row，单击的时候是选择一行，但只要鼠标拖动也是可以选择多行:
Private Sub MSHFlexGrid1_MouseMove(Button As Integer, Shift As Integer, x As Single, y As Single)
If MSHFlexGrid1.RowSel <> MSHFlexGrid1.Row Then MSHFlexGrid1.RowSel = MSHFlexGrid1.Row
End Sub
上面代码可以实现需要，但是画面有抖动，不好。权且记在这里。应该有更好的办法