Combo box in Datagrid

I can place my combo box in the datagrid and use it very well.
In my old vfp design, when user press 'down arrow' in that combo box , the
combo box will show the next item .
However, in vb.net, as the user press 'down arrow' , the cursor will move
to next row.
Everythime , the user want to choose the item in the combo box, he complaint
that he must need to use mouse.

Is there any method to do it ??
thanks in advance