[Gydba]

Fijáte si te sirve:

...
type TSinScrollDBGrid = class(TDBGrid)
protected
   procedure Paint; override;
end;

implementation

procedure TSinScrollDBGrid.Paint;
begin
   SetScrollRange(Self.Handle, SB_VERT, 0, 0, False);
   SetScrollRange(Self.Handle, SB_HORZ, 0, 0, False);
   inherited Paint;
end;
...