>I subclassed each foxpro object to my own. However, when I select mygrid, each object within the columns are the fox default ones. Is it possible to change it ? Maybe by modifying the grid builder, if possible ?

This can also be done at Run-Time rather than design time. In your grid class Init() you can put:

for each loColumn in This.Columns
	loColumn.RemoveObject('Text1')
	loColumn.AddObject('Text1', 'MyGridText')
	loColumn.Text1.Visible = .T.
endfor