Event handling TComboBox (Delphi 3)

I'm having a problem with TComboBox event handling. Standard behavior
of a TComboBox when it has focus: when cursor_up or cursor_down is
pressed, TComboBox flips through its items. I don't want that to
happen! I want some other things to happen, without TComboBox flipping
through its items. I tried the OnMouseUp and OnMouseDown events, but
after I made the other things happen, TComboBox still flipped through
its items. I do want to use the cursor_up and cursor_down keys,
however. Can anyone help me?