ThankYou , For The Information, The Code that your send me is the correct, Only Modify it little because the Form that valid is open the other Form Then the Code that Use is it:
&&

lcWName2Search="CAPTURA_DE_PEDIDOS"
llfound=.f.
FOR EACH oFormsAbiertos IN APPLICATION.FORMS
  DO CASE
    CASE UPPER(oFormsAbiertos.Name) = "CAPTURA_DE_PEDIDOS"
       llfound = lcWName2Search $ UPPER(oFormsAbiertos.Name)			  
  ENDCASE
ENDFOR
&&
IF llfound
 *continue
 MESSAGEBOX("Alerta... "+CHR(13)+"Este Pantalla ya se encuentra abierta... Verifique...",48,FntSistema())
ELSE
 *messagebox, not found
 .DoForm("CAPTURA_DE_PEDIDOS")
ENDIF

&
ThankYou Very Much, I Have To You my Life....
&&
Greetings..