It should work if you put quotes around the cursor name when you set the recordsource:


CREATE CURSOR mygridcur (qty1 n(5), qty2 n(5), qty3 n(5), qty4 n(5), qty5 n(5), qty6 n(5), qty7 n(5), qty8 n(5))
FOR stepz = 0 TO 9
SELECT mygridcur
INSERT INTO mygridcur(qty1,qty3,qty3,qty4,qty5,qty6,qty7,qty8)VALUES(0,0,0,0,0,0,0,0)
NEXT
thisform.grid2.RecordSource = 'mygridcur'