Thanks Cetin, I've got one more question, hopefully there's a quick solution:)
I currently have a grid in which I have non-visually created in the grid init. Setting properties is not a problem. However, I'm trying to program the headers .click events with the following code:

******
private chrParams

chrParams = "chrHeader=[" + upper( alltrim( this.caption ) ) + "]"
thisform.m_Change_Order( chrParams ) &&changes order on the grid
return
******

Is there an easy way to accomplish this?