Detecting leaving a cell and entering another cell

I want to be able to detect when the focus is leaving one cell and when
another cell is getting focus. SetEditText will get called every time a key
is pressed. What I would like to do is to skip some of the columns in a
TStringGrid.  So, I need to know what cell last had focus and what cell is
now receiving focus.

How can I get at the inplace editor?

How can I get to the events of the cell itself?

Thanks in advance.