[Neftali [Germán.Estévez]]

Prueba con algo así; derivando el DBGrid estandard:

Código Delphi [-]
  TNSDBdbgrid = class(tdbgrid)
  private
    procedure WMNCCalcSize(var msg: TMessage); message WM_NCCALCSIZE;
  end;

...

procedure TNSDBdbgrid.WMNCCalcSize(var msg: TMessage);
var
  style: Integer;
begin
  style := getWindowLong( handle, GWL_STYLE );

  if (style and WS_HSCROLL) <> 0 then
    SetWindowLong( handle, GWL_STYLE, style and not WS_HSCROLL );
  if (style and WS_VSCROLL) <> 0 then
    SetWindowLong( handle, GWL_STYLE, style and not WS_VSCROLL );

  inherited;
end;