VB6? Seriously? A new VB6 project in 2023? You do realize it was superseded over 20 years ago by the .NET version?
Anyway ... You need to store the info somewhere, and presumably the DataGrid is backed up by a database of some form (but without any idea of your code, we can't tell). The way I'd do it is to add a new column to the DB table which holds a timestamp, and update that each time a movie was played.
Then when you want to see the last-watched movie (or the last ten in order even) you just query the DB and return the latest entry (or the last ten for example).
In an SQL database that's simple:
SELECT TOP 1 * FROM MyMoviesTable ORDER BY LastViewedAt DESC
But since we have no idea how your code works, we can't give you actual code to work with your app!