This is a sample of some code I used just last week. The only problem is that if the user presses Down Arrow in column2,3,4..., the focus sometimes stays in that column. If you fix that problem, please let me know. Hope this helps:

**Use this If/Endif for each column's Text1 control
** user pressed Down Arrow on last record
if nKeyCode=24 and recno()=reccount()
select (alias)
append blank && add a blank record
go bottom
This.Parent.Parent.Refresh() && refresh grid
**set focus to Column1 regardless which column user was in when Down Arrow was pressed
This.Parent.Parent.Column1.Text1.SetFocus()
endif

**Use this If/Endif for the LAST column's Text1 control
**if user presses ENTER on last column of last record,
** reassign to Down Arrow so new record will be appended
if nKeyCode = 13 and recno() = reccount()
nKeyCode = 24
endif
This.Parent.Parent.Column1.Text1.KeyPress(nKeyCode)