> It appears properly (behind the grid) in the designer but when it prints
> it is on top of the grid but behind the numbers.
>
> Is this a bug or is there a work around?

Does your grid consists of shapes that span from the Page Header? Objects in the page header will get drawn first (in the back) before objects in the detail band. Regardles of what the z-order looks like in the designer.

To get around this you will probably have to create separate (shorter) grid lines in each band. Then your z-order will be respected.