Hi,

I find you question intresting and inplemented the corresponding solution which you can see live here. In the demo I follow the same way as in the current version of jqGrid and allow deselect the column if one selects it twice. So the behavior is the same like with rows. If you need another behavior you can easy modify my code.

The main parts of the code is following:

var grid = $('#list'), selColumn;
grid.jqGrid({