If you deffinitely need to handle ChartDataClick event, then what you can do is create a global variable, set it the the value that you obtained from ChartDataClicked event, and then use MouseDawn event to obtain button (left/right) such as:

       ultraChart1.ChartDataClicked += new ChartDataClickedEventHandler(ultraChart1_ChartDataClicked);
       ultraChart1.MouseDown += new MouseEventHandler(ultraChart1_MouseDown);       

       private double dVal;
       private bool sw = false;

       void ultraChart1_ChartDataClicked(object sender, ChartDataEventArgs e)
       {
            dVal = e.DataValue;
            sw = true;
       }

       void ultraChart1_MouseDown(object sender, MouseEventArgs e)
       {
            if (sw)
            {
                MessageBox.Show(e.Button.ToString() + ", " + dVal.ToString());
            }
            sw = false;
       }