How to get the indexes selected by the user?

How to get the indexes selected by the user by clicking on Ctrl button. Currently I am currently doing it like, adding in a string variable with comma seperator of index value whenever user clicks on any row.
but i want to do it in a efficient way? is there anyway?? can anybody suggest me the same??

http://www.activewidgets.com/grid.howto.select/overview.html

The above link serves the purpose.. i found it .. really a very nice work.. great work team!!!