In VFP9 you may use BINDEVENT to link mouse events, like WM_LBUTTONDOWN, sent to _screen.HWND to a method of your modal form.

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For lower VFP versions, I woud try Windows API function SetWindowsHookEx. It could do the trick. BUT because of VFP does not support callback functions, this solutions -- AFAIK -- requires participation of an external module: FLL, DLL or ActiveX.

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/winui/winui/windowsuserinterface/windowing/hooks/hookreference/hookfunctions/setwindowshookex.asp

see WH_MOUSE, MouseProc