Hi Dennis,

>Do you mean that I have to completely uninstall my VFP9 from my machine first, then reinstall it, then forego SP1, then install (finally) SP2?

Yes. However, if you want to install multiple version on the same machine, use Rick Schummer's white paper as a guide:
http://rickschummer.com/blog/2008/03/vfp-9-rtmsp1sp2-one-machine.html

>Thanks for the link. I have downloaded them already. So, upon unzipping them, I extract them to two locations? You mentioned your VFP folder AND "Program Files\Common Files\Microsoft Shared\VFP\"...

Those are the 2 locations that VFP installs them, you'll want to update both locations.