<public class DataGridControl : DataGrid
    {
        static DataGridControl()
        {
            DefaultStyleKeyProperty.OverrideMetadata(typeof(Da  taGridControl), new FrameworkPropertyMetadata(typeof(DataGridControl))  );
        }
    }

<Style TargetType="{x:Type CustomControl:DataGridControl}">

        <Setter Property="RowHeaderStyle">
            <Setter.Value>
                <Style TargetType="{x:Type DataGridRowHeader}">
                    <Setter Property="Background" Value="White" />
                </Style>
            </Setter.Value>
        </Setter>

        <Setter Property="CellStyle">
            <Setter.Value>
                <Style TargetType="{x:Type DataGridCell}">
                    <Style.Triggers>
                        <Trigger Property="IsSelected" Value="True">
                            <Setter Property="BorderThickness" Value="0" />
                        </Trigger>
                    </Style.Triggers>
                </Style>
            </Setter.Value>
        </Setter>

        <Setter Property="RowStyle">
            <Setter.Value>
                <Style TargetType="{x:Type DataGridRowHeader}">
                    <Setter Property="Background" Value="White" />
                </Style>
            </Setter.Value>
        </Setter>

        <Setter Property="Template">
            <Setter.Value>
                <ControlTemplate TargetType="{x:Type CustomControl:DataGridControl}">
                    <Border Background="{TemplateBinding Background}"
                            BorderBrush="{TemplateBinding BorderBrush}"
                            BorderThickness="{TemplateBinding BorderThickness}">
                    </Border>
                </ControlTemplate>
            </Setter.Value>
        </Setter>
    </Style>

و اینطوری هم استفاده کردم.