Overloading MouseDown will lead to the desired result.
type
TDBGrid=Class(DBGrids.TDBGrid)
procedure MouseDown(Button: TMouseButton; Shift: TShiftState; X, Y: Integer); override;
End;
TForm2 = class(TForm)
.......
end;
var
Form2: TForm2;
implementation
{$R *.dfm}
{ TDBGrid }
procedure TDBGrid.MouseDown(Button: TMouseButton; Shift: TShiftState; X, Y: Integer);
begin
Begindrag(false);
inherited;
end;