>I have a button that the last thing it does in the CLICK is set the focus to a grid. The grid acts like it's at EOF() and there is no highlight on any row. If I hit TAB, then the focus goes to the first object in the tab order after the grid. If I then use SHIFT-TAB, the grid gets the focus and the highlighting displays on the last row. Why would using MyGrid.SetFocus in one of the buttons not work?

What is the highlighting style for the grid? You may also try
go recno() before setting focus.