Peter,
You need to change the way you think about the grid. The columns of a grid have only one real row and only one real control. The others are phantoms. If you want to work with the rows in the grid use the underlying recordsource, not the cells. To put focus on the first column of a new record do this;
SELECT (thegridsrecordsource)
APPEND BLANK
Thisform.Grid.SetFocus()