Hi,
In order to create a pushbutton in ALV grid output screen, always remember to first copy the STATUS from the standard SAP program: SAPLKKBL .For this goto: SE90 or SE 80 & goto GUI status & put in this program name & execute it & then copy the standard status to the status which you will be creating for your program.After copying the standard status u can go to ur program & double click ur status (SET PF_STATUS 'ZSTANDARD'.) & add a pushbutton to the standard copied status.Save & activate & then u can code the function for that pushbutton.
Regards,
Kushi