디비그리드 스크롤예제입니다
홍성락님께서 올려 놓으신건데 쭈욱 복사했습니다.
참조하시기 바랍니다.

unit Unit1;

interface
...
  private
    { Private declarations }
    procedure MOUSEWHEELMessage(var Msg: TMsg; var Handled: Boolean);
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}
procedure TForm1.FormCreate(Sender: TObject);
begin
    Application.OnMessage:= MOUSEWHEELMessage;
end;
procedure TForm1.MOUSEWHEELMessage(var Msg: TMsg; var Handled: Boolean);
begin
   if Msg.Message = WM_MOUSEWHEEL then begin
   // DBGRID1에 대해
    if ActiveControl = TControl(DBgrid1) then begin      
       if Msg.wParam > 0 then begin
            //SendMessage(DBGrid1.Handle,WM_KEYDOWN,VK_UP,0);
            //SendMessage(DBGrid1.Handle,WM_KEYDOWN,VK_PRIOR,0);
            SendMessage(DBGrid1.Handle,WM_VSCROLL,SB_LINEUP,0);
            //Table1.Prior;
         end
         else if Msg.wParam < 0 then begin
            //SendMessage(DBGrid1.Handle,WM_KEYDOWN,VK_DOWN,0);
            //SendMessage(DBGrid1.Handle,WM_KEYDOWN,VK_NEXT,0);
            SendMessage(DBGrid1.Handle,WM_VSCROLL,SB_LINEDOWN,0);
            //Table1.Next;
         end;
         //DBGrid1.Refresh;
       end;
    end;

   // DBGRID2에 대해
   .....

  end;
end;
end.