There is a slight css problem that keep the trigger.gif (you know, the small blue arrow that appear when your grid is in edit mode and you have to select a value) and it is quite easy to fix.

Replace in /CFIDE/scripts/ajax/resources/ext/css/ext-all.css  the 10 lines from line 552 to line 562 by the following:

.x-trigger-wrap-focus .x-form-trigger {
background-position: 0px 0;
}

.x-trigger-wrap-focus .x-form-trigger-over {
background-position: -17px 0;
}

.x-trigger-wrap-focus .x-form-trigger-click {
background-position: -34px 0;
}

And now the trigger.gif should show up in your grid. Hope that helps..
(here is the link to the modified ext-all.css file)