Call the form after initializing the value to something that would not be returned:

LOCAL lcReturnValue
lcReturnValue = "No Return Value"
DO FORM MyForm WITH var1, var2, var3 TO lcReturnValue
IF lcReturnValue = "No Return Value"
  * Form did not return a value -- cancelled in Init event
ELSE
  * Form executed and returned a value
ENDIF

Then if you do not want the form to display, execute

RETURN .F.

in the Init event of the form.