You are near, do as below
For Each drr As DataGridViewRow In DataGridView1.SelectedRows
Dim row As DataGridViewRow = CType(drr.Clone(), DataGridViewRow)
For i As Int32 = 0 To drr.Cells.Count - 1
row.Cells(i).Value = drr.Cells(i).Value
Next
Form4.DataGridView1.Rows.Add(row)
Next