Are you trying this on a default style (that is what I did)?
Um.. Lynne, I'm confused. How precisely do you try this in the default Style? I'm in the adminCP> greate Grid> copied & pasted the code verbatim, save. Then create layout- once in the layout- there is No layout- it's blank.
I never get the option to go to a default style. It never creates a layout- the layout remains blank so there's no way to go to the style. Unless you mean going into the default style and editing the vbcms_grid template for that one..