I think this can help you:
1.- On Form's DataEnvironment add the tree tables
2.- Set the relations between tables on this way:
Parent table for Combo
First Child table related to parent table for First grid
Second child table related to first child table for Second Grid
3.- Set the Grid1 RowSource to First child table and Parent to Parent table
Set the Grid2 RowSource to Second child table and Parent to First child table
4.- For the grid than allow add new but don't update, you can add a logical field with default value to .T., and set on when method of each control on each column to: Return YOURTABLE.UPDATE, when you save, set the YOURTABLE.UPDATE to .F. (or when you add a new value)

This is an Idea, i hope this help

Mauricio