Didn't realize this thread was a bit old when I started typing this out. Heh, oh well, hopefully someone has figured this out before now...
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Yes, you're right, XRC does not at all support adding grids. Definately a major shortcoming of XRC. Hopefully it will be fixed soon.
Until then, use a foreign window
int ID_GRID = wxNewId();
wxXmlResource::Get()->LoadFrame(this, parent, "ID_MAIN_FRAME");
wxGrid mygrid = new wxGrid(....);
wxXmlResource::Get()->AttachUnknownControl( "ID_GRID", mygrid );
Then, in the XRC file, enter this where you want the grid...
<object class="unknown" name="ID_GRID">
<size> .... </size>
</object>
HTH
--cheers