How you go about solving this problem depends on which version of VFP you use (3 or 5 or 6) and whether you are setting _SCREEN.VISIBLE = .F. and using top level forms. Unfortunately, Jess's suggestion won't help unless _SCREEN.VISIBLE = .T. and the syntax PREVIEW WINDOW is not available in vfp3.

...snip
>

IF !WEXIST('MYPREVIEWFORM')
>   DO FORM mypreviewform NOSHOW
>ENDIF
>REPORT FORM myreport PREVIEW WINDOW mypreviewform