Since the event for row selection doesn't tell you which cell you clicked on, hence no way of telling which column, I think you'll need to make cells selectable, and ignore the event if the cell is in the excluded column.
myGrid.setCanSelectCells(true);
myGrid.addCellSelectionChangedHandler(new CellSelectionChangedHandler() {
public void onCellSelectionChanged(CellSelectionChangedEvent event) {
CellSelection selection = countryGrid.getCellSelection();
//use to determine if excluded column is clicked:
int[][] selectedCells = selection.getSelectedCells();
//use to get selected row:
ListGridRecord record = selection.getSelectedRecord();
//etc...
}
}