Cascading Drop Down Lists in a Data Entry Grid

Question

Hi all,

I have two tables, Projects and Tasks, which have a 1-to-many relationship respectively.  I also have a data entry screen where the main data entry is done directly into a datagrid, which contains Projects and Tasks as drop-down columns.  I used Bath Massi's tutorial to create cascading options in these columns: when a project is selected in the first column drop-down, it filters the tasks in the second column drop-down.  

This seems to work fine, but when I save the screen I get the following validation error: 

Project (August 2012): The referenced Project is either not set or no longer exists.

I can't figure out why I'm getting this error or what exactly is means.  It was fine when I had no Tasks column and therefore no cascading filter, so presumably it's something to do with Beth's example.  Any thoughts?

Thanks.