The D0 experiment at Fermilabs Tevatron will record several petabytes of data over the next five years in pursuing the goals of understanding nature and searching for the origin of mass. Computing resources required to analyze these data far exceed capabilities of any one institution. Moreover, the widely scattered geographical distribution of D0 collaborators poses further serious difficulties for optimal use of human and computing resources. These difficulties will exacerbate in future high energy physics experiments, like the LHC. The computing grid has long been recognized as a solution to these problems. This technology is being made a more immediate reality to end users in D0 by developing a grid in the D0 Southern Analysis Region (D0SAR), D0SAR-Grid, using all available resources within it and a home-grown local task manager, McFarm. We will present the architecture in which the D0SAR-Grid is implemented, the use of technology and the functionality of the grid, and the experience from operating the grid in simulation, reprocessing and data analyses for a currently running HEP experiment.