Amiram Korach said:

Change the activation to Disabled.

For a column set the CellActivation property.

For a row set the Activation Property.

For a single cell set the Activation property and also set IgnoreRowColActivation to true.

Where is the "Activation" property? 

How can I set Cell.IgnoreRowColActivation for an entire column at design time? 

If "Disabled" is not good enough only because the text is gray (it is preventing selection and activation for me), you can change column.CellAppearance.ForeColorDisabled in design time.

This doesn't need to be data-dependant.  One of my columns is a dropdown, and when the user selects something from that dropdown two other columns of the grid will fill in with data.  Those two columns aren't editable.

 To get back to the original question, I want to make it so that NOTHING happens when these columns are clicked on.  Looking at the various suggestions so far, none result in a particular column not being selected, and not changing at all when the user clicks on it.  Column.CellActivation doesn't seem to have a value that makes NOTHING happen.  NoEdit results in the column being "selected".  Disable makes the text grey.  ActivateOnly changes the font slightly and puts a flashing cursor at the end of the text.

In design time you can set the column activation in the grid designer or by code. For row and cell, there is no sense doing it in design time since they haven't been created yet. Setting column activation will effect all cells in that column.

Usually you'd like to set row and cell activation according to the data they have, and in design time you don't know that. Use RowInitialize event to set the row and cell activation. This event occurs after the row is initialized and when any cell data is changed (but then e.Reinitialize is true).