在DBGrid的OnKeyPress中写
if dbgrid1.selectedIndex=dbgrid1.colomns[i].index then//i为PickList所在Column序号
if key<>#13 then abort;
if dbgrid1.selectedIndex=dbgrid1.colomns[i].index then//i为PickList所在Column序号
if key<>#13 then abort;
case Word(Key) of
VK_RETURN, VK_UP, VK_DOWN, VK_INSERT, VK_LEFT, VK_RIGHT:
Exit;
else
Key := #0;
end;