[NumLock]

просто при нажатии стрелки вниз на последней строке автоматически происходит добавление новой записи Dataset.Append:

Код:

procedure TCustomDBGrid.KeyDown(var Key: Word; Shift: TShiftState);
...
  procedure NextRow(Select: Boolean);
  begin
    with FDatalink.Dataset do
    begin
      if (State = dsInsert) and not Modified and not FDatalink.FModified then
        if FDataLink.EOF then Exit else Cancel
      else
        DoSelection(Select, 1);
      if FDataLink.EOF and CanModify and (not ReadOnly) and (dgEditing in Options) then
        Append;
    end;
  end;
...
      case Key of
        VK_UP: PriorRow(True);
        VK_DOWN: NextRow(True);