Если речь идет о прокрутке колесика мыши то вот с королевства пример наследника от стандартного TDBGrid-а

unit MyDBGrid;

interface

uses Math,
Windows, Messages, SysUtils, Classes, Controls, Grids, DBGrids;

type
TMyDBGrid = class(TDBGrid)
private
procedure WMWheel(var Msg:TWMMouseWheel); message WM_MOUSEWHEEL;
{ Private declarations }
protected

public
{ Public declarations }
published
{ Published declarations }
end;

procedure Register;

implementation

procedure Register;
begin
RegisterComponents('Samples', [TMyDBGrid]);
end;

procedure TMyDBGrid.WMWheel(var Msg: TWMMouseWheel);
begin
DataSource.DataSet.MoveBy(-sign(Msg.WheelDelta));
end;

end.