The dropdown never being activated (gaining focus) is the main complication here. Otherwise you could just use the forms Deactivate event to hide it. The way to go here is to add an IMessageFilter to the WinForms application and catch mouse click messages. The message filter then determines whether the click took place outisde of the dropdown and closes it. If you are creating a WinForms application you are done.
Some extra work is necessary if you are for example in a MFC application hosting the control in a MFC window. In that case your IMessageFilter is useless. The reason is that the WinForms Application is never being run and therefore the event pump is never being invoked. Instead the MFC message pump does all the message handling. To solve this issue I've come accross a neat trick to activate the Application message pump in MFC applications.
In MFC applications there is usually an equivalent to the WinForms Application which is CWinApp (or CWinAppEx). The trick is to tap into the PreTranslateMessage method and serve the WinForms Application message pump before (or after) the MFC message pump:
BOOL CWinApp::PreTranslateMessage(MSG* pMsg)
{
if (FilterWindowsFormsMessages(pMsg))
{
return TRUE;
}
return CWinApp::PreTranslateMessage(pMsg);
}
BOOL CWinApp::FilterWindowsFormsMessages(MSG* pMsg)
{
Message message = Message::Create(IntPtr(pMsg->hwnd),
int(pMsg->message),
IntPtr((void*)pMsg->wParam),
IntPtr((void*)pMsg->wParam));
if (Application::FilterMessage(message))
{
return TRUE;
}
return FALSE;
}
This way the registered IMessageFilters are being served and everything works fine.