Edit in JSFiddle

require({
    baseUrl: 'http://ajax.googleapis.com/ajax/libs/dojo/1.9.3/',
    packages: [{
        name: 'dojo',
        location: 'dojo'
    }, {
        name: 'dgrid',
        location: 'http://dojofoundation.org/packages/dgrid/js/dgrid'
    }, {
        name: 'put-selector',
        location: 'http://dojofoundation.org/packages/dgrid/js/put-selector'
    }, {
        name: 'xstyle',
        location: 'http://dojofoundation.org/packages/dgrid/js/xstyle'
    }]
}, [
    'dojo/_base/declare',
    'dojo/store/Memory',
    'dgrid/OnDemandGrid',
    'dgrid/Selection'
], function (declare, MemoryStore, OnDemandGrid, Selection) {
    var SelectionGrid = declare([OnDemandGrid, Selection]);
    var grid = new SelectionGrid({
        columns: {
            firstName: 'First Name',
            lastName: 'Last Name'
        }
    }, 'grid');

    var data = [{
        id: 0,
        firstName: 'Bob',
        lastName: 'Smith'
    }, {
        id: 1,
        firstName: 'Tom',
        lastName: 'Anderson'
    }, {
        id: 2,
        firstName: 'Mark',
        lastName: 'Hall'
    }, {
        id: 3,
        firstName: 'Dave',
        lastName: 'Booker'
    }, {
        id: 4,
        firstName: 'Philip',
        lastName: 'Cook'
    }, {
        id: 5,
        firstName: 'Don',
        lastName: 'Harris'
    }];

    grid.set('store', new MemoryStore({
        data: data
    }));
});