The Unit Setup should be saved by the program and saved with in the the model's gmax file. This is done so that when you start gmax it will used the last Unit Setup and if you open a file that isn't the same as the current Unit Setup it will change to what the file you just opened used.

So if you saved a model using Generic Units it will go back to Generic Units when you open it. Best to open the file and set it to the Unit Setup you want than save it. It will now open set to the Units you want.

As for the grid. I just make a flat plane and size it to the basic size using the Modfiy tab.