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On Recently, i received project that required DBGrid having ability drag and drop to other object, On delphi.about.com they have samples that can make our DBGrid has the ability to drag and drop but the drag and drop it self is not perfect since every left click on the field will execute the begindrag() function, so the problem is how delphi know when to drag n drop and when is only left click.
According to Mr Google, i stumble on one article on delphi 3000.com which was made by one of borland development team, and it suite just perfect for my need. so here is the code or you guys can take a look your self from the link.

An example of drag and drop between DBGrids - by Borland Developer Support Staff

Technical Information Database

TI1562D.txt - An example of drag and drop between DBGrids

Category :General Programming
Platform :All Windows
Product :All32Bit,

Description:
Title: An example of drag and drop between DBGrids

This sample component and sample project demonstrates an easy way
of enabling drag and drop of an arbitrary field in one data aware
grid onto an arbitrary field in another data aware grid.

1. Launch Delphi x.xx (the code will work in 1 and 2 as well with some
minor changes).

2. Do a File|New|Unit. Take the MyDBGrid unit (below) and paste it
in the newly created unit. Do a File|Save As. Save the unit as
MyDBGrid.pas.

3. Do a Component|Install Component. Switch to the Info New Package
tab. Put MyDBGrid.pas in the Unit file name box. Call the package
MyPackage.dpk. Hit Yes when Delphi tells you that the package
will be built and installed. Hit OK when Delphi tells you that
VCLxx.DPL is needed. The package will now be rebuilt and installed.
You will now find the TMyDBGrid component on your Samples tab on
your component palette. Close the package editor and save the
package.

4. Do a File|New Application. Right click on the form (Form1) and
select View As Text. Take the GridU1 form source (below) and paste
it in Form1. Right click on the form and select View As Form. This
may take a few moments since it’s opening up the tables for you.
Take the GridU1 unit (below) and paste it in the unit (Unit1).

5. Do a File|Save Project As. Save the unit as GridU1.pas. Save the
project as GridProj.dpr.

6. Now, run the project and enjoy the dragging and dropping of fields
inbetween or with the two grids.
—————–
The MyDBGrid unit
—————–

unit MyDBGrid;

interface

uses
Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms,
Dialogs, Grids, DBGrids;

type
TMyDBGrid = class(TDBGrid)
private
{ Private declarations }
   FOnMouseDown: TMouseEvent;
protected
{ Protected declarations }
   procedure MouseDown(Button: TMouseButton; Shift: TShiftState;X, Y: Integer); override;
published
{ Published declarations }
   property Row;
   property OnMouseDown read FOnMouseDown write FOnMouseDown;
end;

procedure Register;

implementation

procedure TMyDBGrid.MouseDown(Button: TMouseButton;Shift: TShiftState; X, Y: Integer);
begin
   if Assigned(FOnMouseDown) then
   FOnMouseDown(Self, Button, Shift, X, Y);
   inherited MouseDown(Button, Shift, X, Y);
end;

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

—————
The GridU1 unit
—————

unit GridU1;

interface

uses
Windows, Messages, SysUtils, Classes, Graphics, Controls, Forms,
Dialogs, Db, DBTables, Grids, DBGrids, MyDBGrid, StdCtrls;

type
TForm1 = class(TForm)
MyDBGrid1: TMyDBGrid;
Table1: TTable;
DataSource1: TDataSource;
Table2: TTable;
DataSource2: TDataSource;
MyDBGrid2: TMyDBGrid;
procedure MyDBGrid1MouseDown(Sender: TObject;
Button: TMouseButton; Shift: TShiftState; X, Y: Integer);
procedure MyDBGrid1DragOver(Sender, Source: TObject;
X, Y: Integer; State: TDragState; var Accept: Boolean);
procedure MyDBGrid1DragDrop(Sender, Source: TObject;
X, Y: Integer);
private
{ Private declarations }
public
{ Public declarations }
end;

var
Form1: TForm1;

implementation

{$R *.DFM}

var
SGC : TGridCoord;

procedure TForm1.MyDBGrid1MouseDown(Sender: TObject;
Button: TMouseButton; Shift: TShiftState; X, Y: Integer);
var
   DG : TMyDBGrid;
begin
   DG := Sender as TMyDBGrid;
   SGC := DG.MouseCoord(X,Y);
   if (SGC.X > 0) and (SGC.Y > 0) then
     (Sender as TMyDBGrid).BeginDrag(False);
end;

procedure TForm1.MyDBGrid1DragOver(Sender, Source: TObject;
X, Y: Integer; State: TDragState; var Accept: Boolean);
var
   GC : TGridCoord;
begin
   GC := (Sender as TMyDBGrid).MouseCoord(X,Y);
   Accept := Source is TMyDBGrid and (GC.X > 0) and (GC.Y > 0);
end;

procedure TForm1.MyDBGrid1DragDrop(Sender, Source: TObject;
X, Y: Integer);
var
   DG     : TMyDBGrid;
   GC     : TGridCoord;
   CurRow : Integer;
begin
   DG := Sender as TMyDBGrid;
   GC := DG.MouseCoord(X,Y);
   with DG.DataSource.DataSet do
   begin
      with (Source as TMyDBGrid).DataSource.DataSet do
         Caption := 'You dragged "'+Fields[SGC.X-1].AsString+'"';
      DisableControls;
      CurRow := DG.Row;
      MoveBy(GC.Y-CurRow);
      Caption := Caption+' to "'+Fields[GC.X-1].AsString+'"';
      MoveBy(CurRow-GC.Y);
      EnableControls;
   end;
end;
end.

—————
The GridU1 form
—————

object Form1: TForm1
Left = 200
Top = 108
Width = 544
Height = 437
Caption = 'Form1'
Font.Charset = DEFAULT_CHARSET
Font.Color = clWindowText
Font.Height = -11
Font.Name = 'MS Sans Serif'
Font.Style = []
PixelsPerInch = 96
TextHeight = 13
object MyDBGrid1: TMyDBGrid
Left = 8
Top = 8
Width = 521
Height = 193
DataSource = DataSource1
Row = 1
TabOrder = 0
TitleFont.Charset = DEFAULT_CHARSET
TitleFont.Color = clWindowText
TitleFont.Height = -11
TitleFont.Name = 'MS Sans Serif'
TitleFont.Style = []
OnDragDrop = MyDBGrid1DragDrop
OnDragOver = MyDBGrid1DragOver
OnMouseDown = MyDBGrid1MouseDown
end
object MyDBGrid2: TMyDBGrid
Left = 7
Top = 208
Width = 521
Height = 193
DataSource = DataSource2
Row = 1
TabOrder = 1
TitleFont.Charset = DEFAULT_CHARSET
TitleFont.Color = clWindowText
TitleFont.Height = -11
TitleFont.Name = 'MS Sans Serif'
TitleFont.Style = []
OnDragDrop = MyDBGrid1DragDrop
OnDragOver = MyDBGrid1DragOver
OnMouseDown = MyDBGrid1MouseDown
end
object Table1: TTable
Active = True
DatabaseName = 'DBDEMOS'
TableName = 'ORDERS'
Left = 104
Top = 48
end
object DataSource1: TDataSource
DataSet = Table1
Left = 136
Top = 48
end
object Table2: TTable
Active = True
DatabaseName = 'DBDEMOS'
TableName = 'CUSTOMER'
Left = 104
Top = 240
end
object DataSource2: TDataSource
DataSet = Table2
Left = 136
Top = 240
end
end