>By the way, how does the grid not losing focus cause this problem?
>
>Thanks!

Don't ask :-)
VFP has this problem since its first version (I think, I stared with VFP5 and it was there).
The Grid is my "favorite" control (other is ComboBox) Grid occupies everything, changes the current alias when you never expected, changes the current record of its RecortdSource Table/Cursor, goes blank when you change its rowsource etc..., so move the focus outside the Grid to some control that could receive it.
Label could not receive the focus. If you have some TextBox, ComboBox or any control that has SetFocus Method just use it before at the begining of your printing routine. something like:

Thisform.TextBox1.SetFocus()
SELECT ...
SET FILTER ....
REPORT FORM ......