>Nothing. Even if I have the code as you show above (thisform.SetCaption), I need to specify inside the function .SetCaption() the code to set the caption. Example, from your code:
>

>thisform.Grid1.ColUMN1.Check1.Caption = ALLTRIM(Test.Fld2)
>

>How does this function "know" the Column#?

It doesn't you hardcoded it.
Or you could pass parameter, but then you should do something like this:

thisform.Grid1.Column1.DynamicBackColor = "thisform.SetCaption(1)"
thisform.Grid1.Column2.DynamicBackColor = "thisform.SetCaption(2)"
...
thisform.Grid1.ColumnN.DynamicBackColor = "thisform.SetCaption(N)"

and the method:

** SetCaption method
LPARAMETERS lnColimnIndex
thisform.Grid1.Columns(m.lnColimnIndex).Caption = "asdasdasdas"