Try This Code
Private Sub DataGridView1_Leave(ByVal sender As Object, ByVal e As System.EventArgs) Handles DataGridView1.Leave
Dim x As String = String.Empty
For xi As Integer = 0 To DataGridView1.ColumnCount - 1
x += Trim(DataGridView1.CurrentRow.Cells(xi).Value)
Next
CType(Me.MdiParent, Object).ToolStripStatusLabel1.Text = x
End Sub