If you need the active row index, then you should use grid.ActiveRow, not Selected.
What's the error you are getting?
this.ultraGrid1.Selected.Rows[0].Index;this.ultraGrid1.ActiveCell.Row.Index;
It depends what you mean by "selected row index".
There can be more than one selected row? Are you sure you don't mean the ActiveRow?
Also, what do you need the index for? Row indices can change when you sort, add, filter, or delete rows. So they are not usually very useful.
You can get the Index of a row by accessing the Index property on the row. There is a also a VisibleIndex and a ListIndex on the row.