If you work your way up the control tree from the dropdownlist that sends the event, you should eventually be able to get back up to the datagrid row that contains that ddl. Then you can access the row's other controls. So you would do something like this inside of the ddl_SelectedIndexChange handler:
gridrow = (DataGridRow)sender.Parent.Parent.Parent; //(you'll need to figure out how many parents to go to)
anotherControl = (AnotherControlType)gridrow.FindControl("another control ID");
My syntax isn't perfect, just writing from memory. That should get you started though.
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Peter