TAdvGridDropDown : Dropdown does not persist

In using the TAdvGridDropDown what settings must be changed to get the dropdown to persist after a row is selected, or edited?

By default a click on a cell selects that row and closes the drop down.

I am having the same issue.  I am adding a check box in the first column for all rows in the down down grid.  As soon as a box is checked/unchecked, the drop down grid closes up.