TDBAdvGrid.FindFirst Issue

I have a TDBAdvGrid with PageMode=FALSE. I would like to refresh the grid and ensure that my cursor stays on the same record it was on before the refresh. I thought I could call .FindFirst('unique record identifier', ) and it would reposition to where I am expecting, but it does not seem to do anything? FindFirst is not even listed in the developers manual for the component or for TAdVStringGrid, so I'm turning here.

Is there a better way to accomplish this? If not, what am I doing wrong?

Do you set the flag fnAutoGoto in the parameter set?