Just a tip: You might want to Ungroup the grid first before you try to select it - sometimes selecting the grid while it is Grouped when using a command can cause the program to freeze up and crash, at least in my experience.
You're right Ralf - I use UNLOCK to temporarily "ungroup". I do get that problem from time to time though, mostly in large maps with lots of grid squares.
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I'd just use the UNLOCK button instead of actually ungrouping the grid, as that keeps the grouped nature of the grid for the future.