VFP have a bug, correlate with AllowAddNew property.
You can see this bug if the last data row have not a full blank row bottom.

Run this like start point ( grid have not a KeyPreview property !):

PUBLIC oform1

oform1=CREATEOBJECT('form1')
oform1.Show

DEFINE CLASS form1 AS form

	ADD OBJECT grid1 AS grid WITH ;
		Left = 32, ;
		ScrollBars = 1, ;
		Top = 26, ;
		height = 74	&& with inf to 92 the DNARROW,... scroll the grid
		
	PROCEDURE Load
		CREATE CURSOR myCursor (aa c(10))
		APPEND BLANK
		APPEND BLANK
	ENDPROC

	HIDDEN PROCEDURE Grid1.DoScroll
	ENDPROC

	PROCEDURE Grid1.MouseWheel
		LPARAMETERS nDirection, nShift, nXCoord, nYCoord
		NODEFAULT
	ENDPROC

	PROCEDURE Grid1.Init
		GO TOP IN (m.this.RecordSource)
	ENDPROC

	PROCEDURE Grid1.AfterRowColChange(nColOrder)
		IF m.this.Height<92		&& A WORKAROUD TO THE BUG
			IF m.this.RelativeRow=2
				ON KEY LABEL DNARROW	RETURN
				ON KEY LABEL PGDN		RETURN
				* OTHER OTHER KEYS
			ELSE
				ON KEY LABEL DNARROW
				ON KEY LABEL PGDN
			ENDIF
		ENDIF
	ENDPROC

	PROCEDURE Grid1.BeforeRowColChange(nColOrder)
		IF m.this.Height<92		&& A WORKAROUD TO THE BUG
			IF m.this.RowColChange=0
				ON KEY LABEL DNARROW
				ON KEY LABEL PGDN
			ENDIF
		ENDIF
	ENDPROC
	
ENDDEFINE