You need to add a READ EVENTS command to tell VFP it should stop and wait for the user to do something. The most common way to do this is to put READ EVENTS right after the code that runs your menu. Then, when the user chooses to exit your applications, do a CLEAR EVENTS.

>I have created application in Visual Fox Pro 5 .My problem is that I can not start my .exe file from windows (start, run). It appears only for a second and then goes away. This problem does not arise when I start the .exe within the Fox Pro. Please help
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>Galia