>First is this true?
The "BUILD DLL" and "BUILD MTDLL" commands are not listed in the "Distributable and Restricted Visual FoxPro Features and Files" section of the help file, but "BUILD EXE" and "BUILD APP" are. I'm assuming it was missed from the documentation and is not allowable.
>Second does anyone know of a workaround?
If you have VFP installed on the same machine as the EXE you could do this:
oVFP = CREATEOBJECT("VisualFoxPro.Application.8")
oVFP.DoCmd([BUILD DLL "MyProject.dll" FROM "MyProject.pjx"])