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Why doesn't BeginTrans()/CommitTrans() work with ODBCGrid?
Transactions are turned off by default for odbc grids because in most cases when BeginTrans() is called with an ODBC grid (e.g. when you do Find/Replace or other operations), the operation cannot be undone in the grid. Therefore the ODBC grid implementation of BeginTrans() simply calls pDatabase->BeginTrans().
However, in the specific situation you are mentioning here, if you need to batch two commands together and you know which database operation is involved, you can call CGXGridCore::BeginTrans() and CGXGridCore::CommitTrans() instead.