RemoveSelectedRows

public static bool RemoveSelectedRows(this DataGridView dgv)
{
    try
    {
        if (dgv.RowCount > 0)
        {
            if (dgv.SelectedRows.Count == dgv.Rows.Count)
            {
                dgv.DataSource = null;
            }

            foreach (DataGridViewRow row in dgv.SelectedRows)
            {
                dgv.Rows.Remove(row);
            }
        }

        return true;
    }
    catch (Exception exc)
    {
        return false;
    }
}

DataGridView dgvCaseList = new DataGridView();
dgvCase.RemoveSelectedRows();