You cannot make such a change via MXML (if you use Flex) but you can use ActionScript and event listeners to handle that behavior. Here is an example, I hope it helps

<?xml version="1.0"?>
<mx:Application xmlns:mx="http://www.adobe.com/2006/mxml">
<mx:Script>
<![CDATA[
import mx.collections.ArrayCollection;
import mx.controls.DataGrid;
import mx.events.DragEvent;
import mx.managers.DragManager;
private function dragCompleteHandler(event:DragEvent):void {
if(event.action != DragManager.NONE) {
var myGrid:DataGrid = DataGrid(event.dragInitiator);
var myData:ArrayCollection = ArrayCollection(myGrid.dataProvider);
var myItem:Object = event.dragSource.dataForFormat("items")[0];
for(var i:uint = 0; i < myData.length; i++) {
if(myData.getItemAt(i).userID == myItem.userID) {
myData.removeItemAt(i);
break;
}
}
}
}
]]>
</mx:Script>
<mx:HBox width="100%" height="100%">
<mx:Label text="Source A"/>
<mx:DataGrid dropEnabled="true" dragEnabled="true" dragComplete="dragCompleteHandler(event)">
<mx:columns>
<mx:DataGridColumn headerText="Name" dataField="name"/>
<mx:DataGridColumn headerText="Surname" dataField="surname"/>
</mx:columns>
<mx:dataProvider>
<mx:ArrayCollection>
<mx:Object userID="0" name="Tom" surname="Black" />
<mx:Object userID="1" name="Alice" surname="White" />
</mx:ArrayCollection>
</mx:dataProvider>
</mx:DataGrid>
<mx:Label text="Source B"/>
<mx:DataGrid dropEnabled="true" dragEnabled="true" dragComplete="dragCompleteHandler(event)">
<mx:columns>
<mx:DataGridColumn headerText="Name" dataField="name"/>
<mx:DataGridColumn headerText="Surname" dataField="surname"/>
</mx:columns>
<mx:dataProvider>
<mx:ArrayCollection>
<mx:Object userID="0" name="Kate" surname="Ninio" />
<mx:Object userID="1" name="John" surname="Brown" />
</mx:ArrayCollection>
</mx:dataProvider>
</mx:DataGrid>
</mx:HBox>
</mx:Application>
The dragCompleteHandler() method is invoked when a dragComplete event occurs. The source item is always removed from the source list no matter the dragging was used with or without CTRL key. Note that in this example you can drag items in both directions.
The demo is available here:
http://satola.net/2007/09/DragCopyDisabled/DragCopyDisabled.html