Try SHELLEXECUTE instead. See Re: RUN command botching up SET PATH commands... Message #1169622 for details.

...
lcUrl = "http://microsoft.com"
IF ShellExecute(0, "Open", lcUrl, "", "", 1) <= 32
  * Error
ENDIF

>I have a program that users can select some website as themselves favorites.
>I have a form that in it i have a command button as "FAVORITES".
>When user click it, i want to open selected website in separately default web browser.
>I am using from below code. But this opens all url in one browser window, and only last selected url.
>What is the best way for doing this?
>Thanks
>
>

>   MyObject = CREATEOBJECT("Shell.Application")
>   SELECT M_Web
>   GO TOP
>   SCAN ALL FOR !EMPTY(WFav)
>        MyObject.Open("http://www."+ALLTRIM(WWeb)+"/")
>   ENDSCAN
>