Intenta esto en el evento OnKeyDown del DBGrid:
Código Delphi
[-]
if Key = VK_RIGHT then
begin
DBGrid1.Perform(WM_HSCROLL, SB_PAGERIGHT, 0);
Key := 0;
end
else if Key = VK_LEFT then
begin
DBGrid1.Perform(WM_HSCROLL, SB_PAGELEFT, 0);
Key := 0;
end;
// Saludos