I put my solution to your first question (that on 28 June) because I didn't see this one. I hope there's no problem to post it here again.
Hi. I managed to do something like this.
First I tried with CellBeginEdit and CellEndEdit but the ComboBox control didn't appear (just it's editable box). Then I used CellClick and CellValidating. It worked, but I had to solve the "reentrant call" problem - finally I find the solution on the net.
I explained it here:
Dynamically change DataGridViewTextBoxCell to DataGridViewComboBoxCell
P.S.
If you manage to use CellBeginEdit and CellEndEdit, please post the solution here - I'm very curious about it.