>I have coded a program in vfp50. In my program, I have a
>GRID that lets the user pick the STATE. My user wants to put in the first letter if the STATE and goto the STATE starting with that letter.
>Any ideas

Assuming that your grid use alias 'Table1' as recordsource having index on field 'state'. Then:
Select table1
Set near on
Seek "B" && or any other letter you supply
Thisform.Grid1.Refresh