Add a selectedIndex Changed Event Handler to a ComboBox

When you create the datagridview associate an event handler for its 'EditingControlShowing' event.

sampleDataGridView.EditingControlShowing += new DataGridViewEditingControlShowingEventHandler(DataGridViewEditingControlShowing);

And in the event handler add the selectedIndexChanged eventhandler to the combobox.

private void DataGridViewEditingControlShowing(object sender, DataGridViewEditingControlShowingEventArgs e) 
{ 
    //If second column has the combobox. 
     if (sampleDataGridView.CurrentCell.ColumnIndex == 2)
     { 
       sampleComboBox = e.Control as ComboBox; 
       if (myComboBox != null) {
          sampleComboBox.SelectedIndexChanged += sampleComboBox_SelectedIndexChanged; 
     }
 }

And then, the selectedIndexChanged event would fire as expected.

private void sampleComboBox_SelectedIndexChanged(object sender, EventArgs e) 
{ 
    string selectedValue = ((ComboBox)sender).SelectedValue.ToString(); 

}