>THISFORM.GRID1.SETALL("DBLCLICK","THISFORM.GO","TEXT")
>
>( i want to run 'THISFORM.GO' when we double click on every column )

What you should do here is create a textbox class with ThisForm.Go() in its DblClick event. Then add this textbox to each column, and set the column.CurrentControl to point to the new textbox, instead of the default one.

Check out mskb#Q305985 HOWTO: Add Functionality to Your Dynamically Built Grid for more information.