OnCanClickCell event freeze mouse left button

Hi everyone!
In some case I need to prevent users from click another cells in TAdvColumnGrid before confirmation.
For this purpose I used OnCanClickCell event.
And for asking for user confirmation using this code:

if Modified then
if MessageDlg('Are you sure?', mtWarning, [mbYes, mbNo], 0) = mrNo then
Allow := false;

if Allow set to False everything is fine, but if Allow remains True when Cell is changed but user interface thinks the mouse button still pressed and moved selection focus after mouse cursor.
It is need to click again somewhere for stop this action.

Any idea how to fix this?

P.S. I'm using these Options for Grid

The problem is "normal" because you interrupt with a messagebox the standard Windows message flow to send a mouse down and mouse up message. I.e. in this case, the mouse down never arrives.

A workaround could be:

That's it!
Thanks a lot!