We don't know what that FECHA() and MSG() do. The reason might be hidden there, for example MSG might be calling something that takes focus off the grid and worse off the form and then setting back causing events like activate, gotfocus ... triggered.

Next, let's check what your code is really doing. Second part could be rewritten as:

TEXT to msel textmerge noshow
   update mytable set exam = ?MyCur.CodPetExterno
                   from mytable
                   Where mytable.exame = ?MyCur.nomPeticio
ENDTEXT

Select myBoListE
Scan For myBoListE.gerar = .T.

	MSG(Upper(Alltrim(myBoListE.exam)))

	Select crTemp
	Locate For Upper(Alltrim(crTemp.nomPeticio))  == Upper(Alltrim(myBoListE.exam))
	MSG( "crTEMP : " + Upper(Alltrim(crTemp.nomPeticio)) )


	If !u_sqlexec(m.msel)
		Return
	Endif

	Select myBoListE
Endscan
Select myBoListE
Locate

Don't know what MSG() does. If it is all about displaying the values, your code further be written as:

TEXT to msel textmerge noshow
   update mytable set exam = ?MyCur.CodPetExterno
                   from mytable
                   Where mytable.exame = ?MyCur.nomPeticio
ENDTEXT

Select myBoListE
Scan For myBoListE.gerar = .T.

	_screen.Print((Upper(Alltrim(myBoListE.exam)))

	Select crTemp
	Locate For Upper(Alltrim(crTemp.nomPeticio))  == Upper(Alltrim(myBoListE.exam))
	_screen.Print( "crTEMP : " + Upper(Alltrim(crTemp.nomPeticio)) )


	If !u_sqlexec(m.msel)
		Return
	Endif

	Select myBoListE
Endscan
Select myBoListE
Locate

Removing that display and just thinking about functionality it become:

TEXT to msel textmerge noshow
   update mytable set exam = ?MyCur.CodPetExterno
                   from mytable
                   Where mytable.exame = ?MyCur.nomPeticio
ENDTEXT

Select myBoListE
Scan For myBoListE.gerar = .T.
	If !u_sqlexec(m.msel)
		Return
	Endif
Endscan
Locate

Which could be written as:

TEXT to msel textmerge noshow
   update mytable set exam = ?MyCur.CodPetExterno
                   from mytable
                   Where mytable.exame = ?MyCur.nomPeticio
ENDTEXT
Select myBoListE

local array laCount[1]
local ix
Select count(*) from myBoListE where gear into array laCount

for ix=1 to laCount[1]
	If !u_sqlexec(m.msel)
		Return
	Endif
Endscan

I don't have an idea why you would want to try executing that m.msel N times.