did you find a solution to the problem where the _command.prg was not loading in the command window?
This feature worked for me in VFP 8.
But, I installed VFP 9 with SP2 yesterday and now I can not make this happen.
I verified my settings:
? SET("Resource",1) -> displays "c:\develop\foxuser.dbf"
? SET("resource") -> displays "ON"

Still, anytime I start VFP 9 SP2 I can not get to the history of my command window.

Thanks