Daniel,
there is an other way but this is the hard one. (To me I woud think to by VFP 8.0 is cheaper and I would recommend for better stability).

Lets see if I can describe my way:
There is no way to change te code of an running object. All what you can do is to use a differnt object.

1. Step
create a new HEADER object. This need to be a prg based class. Add the code needed:

*File MyClass.prg
DEFINE CLASS MyHeader AS HEADER
 CAPTION = "MyHeader"

 PROCEDURE Click
 WAIT 'Clicked'
*or call a handler on the grid and tell the handler the column
*!* this.parent.parent.HeaderClicked(this.parent)
 ENDPROC &&MyHeader.Click
 ENDDEFINE &&MyHeader

2.Step replace the original HEADER with your header like:

with myForm.myGrid.Colum1
.NEWOBJECT('Header2',"MyHeader","MyClass.prg")
*Move the properties needed from old to new header:
.Header2.Caption = .Header1.Caption
.Header2.FONTBOLD = .Header1.FONTBOLD
*and so on

*remove old header
.REMOVEOBJECT('Header1')
*rename new header
.Header2.name = 'Header1'
* now we have a new header Header1!
wait .header1.class
endwith

this is tested, I have done it a lot of times to implement sorting.
HTH
Agnes
>Thanks Agnes, but I have VFP 7.0. You know another technique for this version.
>-Daniel

Th