>How can I capture a return value from an .app or .prg with the DO PROGRAM without passing parameters? I can't find anything in the flavor of DO SCREEN TO MYVAR to capture a return value.

Why don't you want to used a the prg as a function: someval = MyFunc, where MyFunc is a prg file ending with RETURN whatever? Forms in VFP (but not FPW) can DO FORM MyForm TO someval. And why wouldn't you want to use parameters?