I did.
The _command.prg did NOT get created.
I created one manually (just a blank text file) but that did not help.
I am using WinXP Pro Sp2 and I am logged on as an administrator with full access rights to the c:\develop folder where I have my resource file. Incidentally, the foxuser.dbf file DOES get created just fine in that same folder: c:\develop.
By default the resource file was created in my user folder under "Documents and Settings" but the _command.prg was not created there either. (that is why I tried to move my resource file to c:\develop)

Still confused...
Thanks for your help!