Paul,
Your best bet is to create a class based on checkbox. Put the code in the InteractiveChange of the class, then use the class to add the checkbox to your grid. Something like this (assuming you've created a class called MyCheckBox in the library MyClassLib):
SET CLASSLIB TO MyClasslib ADDITIVE
this.column1.AddObject("chk1","MyCheckBox")
>
>this.column1.AddObject("chk1","checkbox")
>this.column1.currentcontrol = "chk1"
>this.column1.sparse = .f.
>this.column1.chk1.visible = .t.
>this.column1.chk1.caption = ""
>
>
>I now want to add code to the InteractiveChange method of this checkbox. How do I go about doing this?