Just to let anyone know who reads this.

I called Microsoft this morning and tried to get this
problem worked out, with their help we were able to
classify this as a Visual FoxPro Bug. It has been
reported and will be fixed in the next version (VFP4.0)
of foxpro. Just to give you a little background:

Inside a Grid the reference to This.Value in a column
is separated from the control source before the user
leaves the column. That means changes to This.Value
will not change the database table when you are in the
LostFocus or Valid Methods (Where I tried other methods I
dont know).

Any questions on this please feel free to E-Mail me or
call 812 854 6065.