Is the KeyUp event of the grid even firing, then? Maybe something else is eating the keystroke before it gets to the grid. 

Also, is the cell active and in edit mode when you try to drop it down? 

 Thanks. Tried that - no luck.  Even added the lines:

                                e.Handled = true;
                                e.SuppressKeyPress = true;

but that didnt help.

KeyDown is tricky. What may be happening is that you are dropping it down in KeyDown and then the grid or dropdown is getting a KeyUp message which closes it. Try using KeyUp, instead. 

 Thanks. I tried putting that in the keydown event of the grid (for a specific key), but it doesnt seem to work. Its definately running the code, just not opening the dropdown.