Just is case someone can use my cure here is the code that is placed in 
Other Null Events in the Main File.

     SELECT gWhichClass
       CASE _MainWnd
         CALL GETMOUSE(gMouseY)
         Position = FN pGpointInObj
         LONG IF Position <> 0
           gPosition = 1
           CURSOR _plusCursor
         XELSE
           gPosition = 0
           CURSOR _arrowCursor
         END IF
     END SELECT

I use the gPosition global variable in another place to prevent being 
able to click outside the puzzle grid.

It is necessary to put an object of same dimensions as grid in the 
window you are using.

Again thanks for your help