>> Most likely your printer is disconnected.
>No. All printers are connected.
>
>> Try to reboot computer
>Done.
>
>> make sure that you can print from some other program, e.g. notepad.
>It's works.
>
>But I still got the same error in VFP.

As Vladimir correctly said, make sure that you don't use macro substitutions in SET PRINTER TO, and then check that you supply correct printer name.