Simple work around:
You could create a method that temporarily disables the SelectionChanged event and call it when you need to change the selection programmatically.
private void SelectGridRow( int SelectedIndex )
{
myDataGrid.SelectionChanged -= myDataGrid_SelectionChanged;
myDataGrid.SelectedIndex = SelectedIndex;
// other work ...
myDataGrid.SelectionChanged += myDataGrid_SelectionChanged;
}