procedure TForm1.DBGrid1MouseDown(Sender: TObject; Button: TMouseButton;
Shift: TShiftState; X, Y: Integer);
var
ACol, ARow: Integer;
begin
if Y < DBGrid1.DefaultRowHeight then
begin
(Sender as TDBGrid).MouseToCell(X, Y, ACol, ARow);
case Button of
mbRight: ShowMessage('Right mouse down on column title: ' + IntToStr(ACol));
mbLeft: ShowMessage('Left mouse down on column title: ' + IntToStr(ACol));
end;
end;
end;