unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, Grids, StdCtrls, Buttons;

type
  TForm1 = class(TForm)
    StringGrid1: TStringGrid;
    BitBtn1: TBitBtn;
    procedure FormCreate(Sender: TObject);
    procedure StringGrid1SelectCell(Sender: TObject; ACol, ARow: Integer; var CanSelect: Boolean);
  private
    { Private declarations }
    FPrevCol: integer;
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.FormCreate(Sender: TObject);
begin
  StringGrid1.ColWidths[2] := 0;   //for testing purposes
  FPrevCol := 1;  //the first collumn: this should be changed if the first column's width is 0
end;

procedure TForm1.StringGrid1SelectCell(Sender: TObject; ACol, ARow: Integer; var CanSelect: Boolean);
begin
  if StringGrid1.ColWidths[ACol] = 0 then
  begin
    CanSelect := False;
    if FPrevCol < ACol then  //moving from left to right
    begin
      if ACol + 1 <= StringGrid1.ColCount then
        StringGrid1.Col := StringGrid1.Col + 2;
    end
    else   //moving from right to left
    begin
      if ACol > 1 then
        StringGrid1.Col := StringGrid1.Col - 2;
    end;
  end
  else
    FPrevCol := ACol;
end;