check if a gridview cell is double clicked

You can handle the DataGridView's CellDoubleClick event:

http://msdn.microsoft.com/en-us/library/system.windows.forms.datagridview.celldoubleclick(v=vs.100).aspx

As you'll see from the example, the DataGridViewCellEventArgs argument has RowIndex and ColumnIndex properties which enable you to determine which cell was double clicked.

Notice also that when a cell is double clicked the CellClick event occurs first. So, if you're handling this as well, I'd make sure it's not doing something which is inconsistent with a double click because there's no easy way to distinguish between the two events.