>I need to know where it came from to determine where the invisible control should place itself, where to send the value when it is finished and where to set focus afterward. Ideally, I would like the invisible control to make all these determinations within its own method, so any other control on the form could make use of it just by setting focus at it. Then I could have it as a class and drop it on any form which may need it.
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>I also have yet to figure out how to get the coordinates of a particular grid cell. I see that the upper left of the entire grid is known, but I don't see coordinates that represent individual columns and rows. I guess it will have to be calculated (rowheight,rownumber?,column width?,column number?)

Try this:
Make a subclass from editbox (MyEditBox). Add a property CameFrom to MyEditBox. Rewrite the SetFocus methode and make it to receive a parameter. Use this parameter to set MyEditBox.CameFrom. In Lost Focus you can set the focus again on the object CameFrom. I think it works.