Lookup Combos in Grid - Please Help!!!

I'm running into a weird user inteface problem I don't have a solution for. I
have DBGrids with lookup combo boxes. In order for the user to cause the list
to drop down, he/she has to click 3 times - once to give the field focus, once
to display the dropdown "arrow", and once on the "arrow" to display the list.
Is there something I can do to make this easier? I thought I could force it to
drop down whenever the user clicks on the control with the mouse. The "real"
DBLookupComboBox has a DropDown method that does this, but I don't see any
events for columns themselves. I'm using D3. Please help.

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