[ecfisa]

Hola JXJ.

Código Delphi [-]
...
implementation

var
  PrevInx: Integer = 0;

procedure BoldTitle(Grid: TDBGrid; Inx: Integer);
begin
  with Grid do
  begin
    Columns.Items[PrevInx].Title.Font.Style:= [];
    Columns.Items[Inx].Title.Font.Style:= [fsBold];
    PrevInx:= Inx;
  end;
end;

procedure TForm1.DBGrid1Enter(Sender: TObject);
begin
  BoldTitle(DBGrid1, PrevInx);
end;

procedure TForm1.DBGrid1ColEnter(Sender: TObject);
begin
  BoldTitle(DBGrid1, DBGrid1.SelectedIndex);
end;

procedure TForm1.DBGrid1CellClick(Column: TColumn);
begin
  BoldTitle(DBGrid1, DBGrid1.SelectedIndex);
end;

Saludos