Single Form With DataGridView Showing Values From Oracle DB

I have a single form with a datagridview on it showing values from an oracle database. I am trying to set up a way of detecting if the row/column I click on is empty or not, just as a little exercise. I have so far got this:

Private Sub DataGridView1_CellClick(ByVal sender As Object, _
ByVal e As System.Windows.Forms.DataGridViewCellEventArgs) _
Handles DataGridView1.CellClick
Dim c, r As Integer
c = e.ColumnIndex
r = e.RowIndex
[Code] .....

The message going into lbl2 shows the co-ordinate values of any box I click in but as you can see with the IF statement below I am trying to see if the system can detect whenever I click in a value that is empty (null or ''). When I run my form and populate the list with a column of names I can click in 0, 0 cell and I get a message saying the 'Box is not empty' as above.

But when I click in any of the next boxes e.g. (1,0) (2,0) etc I get this:
'Index was out of range. Must be non-negative and less than the size of the collection.
Parameter name: index'

Pointing to this line of
If Not DataGridView1.Item(r, c).Value Is Nothing Then
Not sure what this means at all. I am under the impression that my piece of code is gathering the value of the item depending on the co-ordinate values. so why should this fail? What index/collection is VB talking about?