Changing contents of a combo in datagridview to remove data.

I have a combox column in a datagridview (vs2005 and VB.NET). Once I select
an item from the dropdownlist in the combox and do a save, I can no longer
remove the item. I can change my selection but not return to a no item
selected state (ie set its foreign key value in the table the row is bound
to null). I can hit Ctrl-0 and the text portion of the combobox dissapears
but on save it always comes back with a selected item in the list. How do
you force a null to the value item of the combobox ?

Thanks for any insights,

Bob