[ecfisa]

Hola Carlos.

Arrastrando y soltando con el mouse dese el ListBox a la celda seleccionada del StringList:

Código Delphi [-]
....
implementation

procedure TForm1.ListBox1MouseDown(Sender: TObject; Button: TMouseButton;
  Shift: TShiftState; X, Y: Integer);
begin
   ListBox1.BeginDrag(True);
end;

procedure TForm1.StringGrid1DragOver(Sender, Source: TObject; X,
  Y: Integer; State: TDragState; var Accept: Boolean);
begin
  Accept:= Source is TListBox;
end;

procedure TForm1.StringGrid1DragDrop(Sender, Source: TObject; X,
  Y: Integer);
begin
  with TStringGrid(Sender) do
   Cells[Col,Row]:= TListBox(Source).Items[TListBox(Source).ItemIndex];
end;
...

Un saludo.