You need to specify an array or a collections, in your case it is Columns as below:

LPARAMETERS tnColNumber

FOR EACH oColumn IN Thisform.grdQueue.Columns
  IF oColumn.ColumnOrder = tnColNumber
    oColumn.Header1.FontBold = .T.
  ENDIF
ENDFOR

>This is my first attempt to work with grids so please bear with me.
>
>I want to create a little method which will (for example) boldface the header on a particular column
>
>

>LPARAMETERS tnColNumber
>
>FOR EACH oColumn IN Thisform.grdQueue
>  IF oColumn.ColumnOrder = tnColNumber
>    oColumn.Header1.FontBold = .T.
>  ENDIF
>ENDFOR
>
>

>This generates an error "GRDQUEUE cannot be enumerated"
>
>Could someone post a sample of the proper way to cycle through the columns of a grid???
>
>Thanks to all........Rich