Harry grew up in Laurel, Mississippi where he attended the Marion Military Institute and the Marine Military Academy. He also attended Vanderbilt University, earning a B.A. there in 1980, earned his MBA from the Vanderbilt Graduate School of Management in 1983, and earned his JD in 1984 from the Vanderbilt School of Law.

Harry practiced mergers and acquisitions law in Houston, Texas as an associate at Bracewell & Patterson (now Bracewell & Giuliani), and as a partner for Chamberlain, Hrdlicka, White, Williams & Martin, as a Vice President and Assistant General Counsel for Apache Corporation, as a Senior Vice President and General Counsel of El Paso Exploration and Production Company, and as an Executive Vice President of Acquisitions, General Counsel and Chief Compliance Officer of Sheridan Production Partners, which he co-founded upon leaving El Paso in 2006.

Harry is retiring from the practice of law in 2014 to resume his writing career.