Datagrid and DropDown List control question

Hi Newsgroup,

Is it possible, by that I mean not too difficult to have a drop down list
control in a column of the grid control. I know what values the user can
edit into a cell for that column so I'd love to give them the convenience of
a drop down list. Would a third party control like ComponentOne's
TrueDBGrid for .NET be an easier option? Only issue is that it's very
expen$ive. Not scared to program my own functionality into the grid if
someone can tell me the right API's to use to achieve this. Or any third
party .NET compatible control to do this.

Thanks you very much and regards,
SpotNet.