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  ...

type
  TForm1 = class(TForm)
  ...
  private
    { Private-Deklarationen }
    OldPopupListWndProc: TFNWndProc;
    NewPopupListWndProc: TFNWndProc;
    procedure PopupListWndProc(var Message: TMessage);
  ...
  end;

  ...

{--------------------------------------------------------------------------------------------------}

procedure TForm1.FormCreate(Sender: TObject);
begin
  NewPopupListWndProc := MakeObjectInstance(PopupListWndProc);
  OldPopupListWndProc := TFNWndProc(GetWindowLong(PopupList.Window, GWL_WNDPROC));
  SetWindowLong(PopupList.Window, GWL_WNDPROC, Longint(NewPopupListWndProc));
end;

{--------------------------------------------------------------------------------------------------}

procedure TForm1.FormDestroy(Sender: TObject);
begin
  SetWindowLong(PopupList.Window, GWL_WNDPROC, Longint(OldPopupListWndProc));
end;

{--------------------------------------------------------------------------------------------------}

procedure TForm1.PopupListWndProc(var Message: TMessage);
begin
  with Message do
  begin
    case Msg of
      WM_ENTERMENULOOP:; // PopupMenu wird geöffnet
      WM_EXITMENULOOP:;  // PopupMenu wird geschlossen
    end;
    Result := DefWindowProc(PopupList.Window, Msg, WParam, LParam);
  end;
end;

{--------------------------------------------------------------------------------------------------}

  ...