[ecfisa]

Hola tarco35.

Código Delphi [-]
...
 TForm1 = class(TForm)
    DBGrid1: TDBGrid;
    procedure FormCreate(Sender: TObject);
    ...
    procedure FormDestroy(Sender: TObject);
  private
    procedure MouseWheel(var Msg: tagMSG; var Handled: Boolean);
    procedure DataSetAfterScroll(DataSet: TDataSet);
  public
    { Public declarations }
  end;

var
  Form1: TForm1;

implementation

uses Unit2; // DataModule

procedure TForm1.MouseWheel(var Msg: tagMSG; var Handled: Boolean);
var
  i: SmallInt;
begin
  if Msg.message = WM_MOUSEWHEEL then
  begin
    Msg.message := WM_KEYDOWN;
    Msg.lParam := 0;
    i := HiWord(Msg.wParam);
    if i > 0 then
      Msg.wParam := VK_UP
    else
      Msg.wParam := VK_DOWN;
    Handled := false
  end
end;

procedure TForm1.DataSetAfterScroll(DataSet: TDataSet);
begin
  Caption:= DBGrid1.SelectedField.AsString
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  Application.OnMessage:= MouseWheel;
  DataModule1.DataSet.AfterScroll:= DataSetAfterScroll
end;

...

procedure TForm1.FormDestroy(Sender: TObject);
begin
  Application.OnMessage:= nil;
  DataModule1.DataSet.AfterScroll:= nil
end;

end.

Saludos.