>I really need some guidance. I have just recently begun creating custom objects. I thought I could create a custom object that itself contains several custom objects.

Ive tried that before and it has never worked either, unfortunatley. THe CreateObject() can't be done in the property, it has to be done in a function, try this:

local	oLkUpFormObj
oLkUpFormObj = createobject( "LkUpParams" ) 

oLkUpFormObj.FormCaption = "Group.GroupName"	&& ControlSource
? oLkUpFormObj.FormCaption

? oLkUpFormObj.oCol1.BaseClass
? oLkUpFormObj.oCol1.ColSource
return		&& Main

***********************************
DEFINE CLASS "LkUpParams" AS	Custom
	FormCaption = "Lookup:"
	oCol1 = .NULL.
	proc Init
		this.oCol1 = createobject( "GrdCols" )
		this.oCol1.ColSource	= "Group.GroupName"	&& ControlSource
	endproc 
 
ENDDEFINE

DEFINE CLASS "GrdCols" AS	Custom
	ColSource	= ""
ENDDEFINE

Interesting point about teh debugger though, I wonder what's really inside here.