Using that property of the grid is the right answer.. if it is available in VFP 5.0 (I really don't remember, it should be). In design mode, look for it at the property sheet of the grid.

If its not available and you badly need the feature, you shoud consider:
- using a third-party ActiveX for the listbox (there are several ones available, look in www.componentsource.com or elsewhere)
- migrating to a newer version of VFP

Regards
Jose