How To Set The Cursor Property To DataGridViewComboBoxColumn?

You cannot directly do it, because columns of the DataGridView are not controls. You can try to achieve desired effect by modifying the property Cursor of this control, depending on the current location of the mouse withing the control, using columns widths to calculate the location of each columns. You can handle the change in mouse location by handling the event MouseMove of the control.

Please see:
http://msdn.microsoft.com/en-us/library/vstudio/system.windows.forms.control.cursor[^],
http://msdn.microsoft.com/en-us/library/vstudio/system.windows.forms.control.mousemove[^].

Another, perhaps simpler and more efficient approach would be handling the events CellMouseEnter and CellMouseLeave. This way, you can capture moving your mouse cursor from cell to cell and, analyzing the values of the cell property DataGridViewCell.ColumnIndex for "previous" and "current" cell, you can figure out if you are leaving or entering the column in question. When such event of crossing of the column boundary is captured, you can again use the property DataGridView.Cursor to change the cursor appearance.

http://msdn.microsoft.com/en-us/library/vstudio/system.windows.forms.datagridview.cellmouseenter[^],
http://msdn.microsoft.com/en-us/library/vstudio/system.windows.forms.datagridview.cellmouseleave[^],
http://msdn.microsoft.com/en-us/library/system.windows.forms.datagridviewcell.columnindex(v=vs.110).aspx[^].

I think those instructions are quite clear, you just have to implement them.

—SA