I found a solution by your help. I put it into my grid class and it works :) :

FOR EACH col IN this.Columns
IF col.CurrentControl="Text1"
col.AddObject("mytextbox","_mytextbox")
col.CurrentControl="mytextbox"
col.myTextBox.Visible = .t.
col.Sparse = .F.
ENDIF
NEXT

But I coulnd't understand yet why I couldn't that in column class...