Thierry:
You can use a grid cover class to fix the problem.
I took this from FoxPro Advisor and worked very well.

Create a class based on SHAPE base class.

Add it a property called cTargetGrid wich will hold the name of your grid.


In the INIT event put the following code:
Local lcTargetGrid, loTargetGrid
lcTargetGrid = This.cTargetGrid
loTargetGrid = Eval( "ThisForm." + lcTargetGrid )
This.Top = loTargetGrid.Top + loTargetGrid.HeaderHeight
This.Left = loTargetGrid.Left + 10
This.Width = loTargetGrid.Width - 27
This.Height = loTargetGrid.Height - loTargetGrid.HeaderHeight
This.ZOrder(0)

In the CLICK event:
Local Array laClick[1]
AMouseObj( laClick,1 )
Local lnGridComponent, ;
lnRelativeRow, ;
lnRelativeColumn ,;
loTargetGrid ,;
lcJunk

lcTargetGrid = This.cTargetGrid
loTargetGrid = Eval( "ThisForm." + lcTargetGrid )
loTargetGrid.SetFocus()
lInGrid = loTargetGrid.GridHitTest( laClick[3], laClick[4], @lnGridComponent, @lnRelativeRow, @lnRelativeColumn )
Release laClick

If lnGridComponent == 3
loTargetGrid.ActivateCell( lnRelativeRow, lnRelativeColumn )
EndIf


In the form containing your grid, drop this new class and set the cTargetGrid property with the name of your grid.
Run the form

Hope this help