Upon double click on any row, then RadGridView's RowActivated event will be raised. You can subscribe for it and try handling the action.
In case, you need something different and as I am not sure how you have currently implemented your specific logic on double click, would it be possible for you to illustrate the specific case in a demo project with your exact setup? You can send it to us via a new support thread. You can also take a look at this blog post for a reference on how to isolate an issue.