I now want to insert some code into the ParentFormLoading but cannot see any of the events.I've right clicked on the Form to view Code but on the dropdown menu at the top of the code file, in the left menu, all I can see is one option, which is the Form. All the objects come up ok on the right hand side for the form.

Am using Ver 1.6.7 (all SF controls say ver 1.6.6.9) and C#

UI Approach
Open the designer and select the business object.  Then go to the property sheet and select the event display:

This will present all of the events for that object.  At this point, double-click the ParentFormLoading event and it will automatically add the handler and take you to the method definition that gets generated.  Just FYI, the default event for a BO is the ParentFormLoading event, so if you were to just double-click the BO from the form designer it would create this event for you as well.

Code Approach
This is a bit more technical, but in short you would do the same thing that the automated process does for you by creating a handler.  C# is nice in this area in code because when you go to handle an event you can tab and it will create the placeholder methods for you.  But it would look like this: