Milko.
Excuse my english, maybe I didn't make myself clear. Anyways, I achieved what I wanted by doing the following.
UltraGridColumn column = this.grdSubfamilias.DisplayLayout.Bands[0].Columns[0];
UltraGridRow row = this.grdSubfamilias.ActiveRow;
object cell = row.Cells[column].Value; // CLASS ID VALUE
MessageBox.Show("You clicked: " + cell);
Whenever the user double clicks a row on an UltraGrid, the value pops on a MessageBox.
Thanks for the help Milko!
Have a nice day.