Easier way to do this in VFP 7 is place code in the MouseEnter and MouseLeave method of each header:

Procedure MouseEnter
   LPARAMETERS nButton, nShift, nXCoord, nYCoord
   This.Parent.Parent.ToolTipText = 'Over Col ' ;
              + TRANSFORM(This.Parent.ColumnOrder)
endproc
Procedure MouseLeave
   LPARAMETERS nButton, nShift, nXCoord, nYCoord
   This.Parent.Parent.ToolTipText = ''
endproc