In the Grid, the Data-Type specifies the input characteristics of the cells in the column.
If you have a Grid defined with DATA-TYPE ("9", "X", "U") the input on the first column only accepts digits, spaces and whatever the decimal character is defined as. The second accepts any chars, and the third accepts and chars but converts lower case letters to upper case.
The problem you describe sounds a little different. The head and even the data in the grid can be set independent of these input restrictions using a modify statement. Perhaps, the data that you are using in the MODIFY statement to transfer data to the grid has a numeric field where you are expecting an alphanumeric field.
As Greg mentions, the data that you use to add to the grid can have different pic values, and then in the grid itself, you define DATA-TYPES ("X",. So you can have a pic 9 data item that is part of the record-to-add, and the grid DATA-TYPES ("X", this would allow an alphanumeric item in the header of the grid.