>>You can just place a shape with the arrow on top of the column, if it's read-only and you don't need to capture Clicks at the cell level...
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>Thanks, I think it will be possible to capture the click event of the shape-object, and force a click event at the same coordinates for the underlying grid. At least I will give it a try.

That's a little trickier. For that, I use no shape, but column Mousemove with Vlad Tatavu's procedure for converting the mouse pointer (in the UT KB), which uses API calls to do the business. I can give you some tips if you decide to go that way...