[angvelem]

Вот пример на OnMouseDown:

Код:

procedure TForm2.StringGrid1MouseDown(Sender: TObject; Button: TMouseButton;
  Shift: TShiftState; X, Y: Integer);
var
  Col, Row: LongInt;
begin
  StringGrid1.MouseToCell(X, Y, Col, Row);
  if (Col = 1) and (Row = 1) then
  begin
    StringGrid1.Cells[Col, Row] := 'F';
  end;
end;