Bhavbhuti,
It's far better to use the Event Tracking feature of the debugger than it is to seed wait windows around. Are you missing dodefault() calls? You should step through the destruct sequence in the trace window to see why your current code isn't firing.
>Yes, but the wait window I put in the Grid.Destroy() and Grid.Release() never fires. How can that be possible? Am I missing something.