Point cp = Cursor.Position;
Point p = grid.PointToClient(cp);
UIElement elem = grid.DisplayLayout.UIElement.ElementFromPoint(p);

RowUIElement rowElem = elem.GetAncestor(typeof(RowUIElement)) as RowUIElement;

if (rowElem != null)
{
// row was clicked
}
else
{
HeaderUIElement headerElem = elem.GetAncestor(typeof(HeaderUIElement)) as HeaderUIElement;
if (headerElem != null)
{
//header was clicked
}
}