Alejandro,
I had to do this a little while back (use the VFP provider) - it was a royal pain, and I was not happy with the results and the workarounds I had to do.
As firmly as I can possibly say this....
DO NOT DO THIS!!!!! This is not a fox-bashing post, as I think VFP9 is a great product for use with other back-ends. But the provider for VFP9 is just not a prime-time-player. If you only needed to use it for a few query/batch jobs, I'd say maybe...but for an application, no way. So don't do it.