>From VFP help file:
>
>You can use SET COVERAGE at design time and at runtime in Visual FoxPro 9.0. Coverage.app, the Coverage Profile application included with Visual FoxPro, cannot be included with your distributed runtime applications
>
>>I'm using SET COVERAGE TO with a file name in an exe, but the file is never created.

SET COVERAGE is not available at runtime in VFP8, that feature was new with VFP9. From "What's New" in VFP9: "The SET COVERAGE command is now available at run time so that you can debug errors that occur at run time but not at design time."