Rick,
I am quite sure I understand everything you both are saying. But I am still getting an error on my Begin Transaction. I will try to make it very clear here:
In the click method of my header I am including the code:

THIS.parent.parent.sort_by_head("orderno")
RETURN

In the sort_by_head method of the grid I have the code:

LPARAMETERS lcField
IF TYPE("lcField") = "C" and !EMPTY(this.recordsource)
lcTable = this.recordsource
select(lcTable) && may be different depending upon Find/Search
***make sure everything is current
IF GETNEXTMODIFIED(0,lcTable) > 0
TABLEREVERT(.T.)
ENDIF
lnBuff = CURSORGETPROP("Buffering",lcTable)
**change the cursor props so we can build the index
CURSORSETPROP("Buffering", 3, lcTable)
**now index on this header.
lcIndex = left(lcField,8)
**if the header does not exist, make it
IF tagno(lcIndex) = 0
INDEX ON &lcField TAG &lcIndex
ENDIF
SET ORDER TO &lcIndex
**refresh and put it back.
THISFORM.refresh
CURSORSETPROP("Buffering", lnBuff, lcTable)
GOTO TOP
ENDIF
RETURN

Then in some totally other area of the form, I have a Begin... End Transaction. and this is where I am getting the error:
Table "alias" has one or more non-structural indexes open. Please close them and retry the Begin Transaction (Error 1548)

Thanks
Jill