搞定!
procedure TForm1.StringGrid1MouseMove(Sender: TObject; Shift: TShiftState; X, Y: Integer);
var
ACol, ARow :integer;
begin
(Sender as TStringGrid).MouseToCell(X, Y, ACol, ARow);
if (ACol>0) and (ACol<(Sender as TStringGrid).ColCount)
and (ARow>0) and (ARow<(Sender as TStringGrid).RowCount) then
begin
(Sender as TStringGrid).Col:=ACol;
(Sender as TStringGrid).Row:=ARow;
(Sender as TStringGrid).SetFocus;
end;
end;