The easiest way to do this in Excel is to press Shift+Space Bar. The entire row is highlighted, and the selected cell remains the same. If you want to move to another cell in the same row (without changing the highlight), you can use Tab to move to the right and Shift+Tab to move to the left.
If you want the row and column then you will need a small piece of VBA as @Khalid NGO has pointed out.