Dan,
Do you have a custom property named RecordSource on the classes involved? There are some issues where if VFP6 added a property to the BaseClass it messes things up. The Grid doesn't exist yet at either Load or DE methods. The error might also be a real red herring and not indicative of the real root cause. Are you sure it can find all the classlibs?
>We have a working form in 5.0 that is blowing up in 6.0. It appears that the order of instantiation has changed. We've made a form with a grid as a class. We then create a form based on this class. But when we try to open the record source of the grid in the Load instead of the Data Environment we get an error that "<recordSource> is not an object."