read this first
http://msdn.microsoft.com/en-us/library/ms917487.aspx

Ok, you WILL need the VFP runtime for your fox mtdll on the target machine.
On the target machine:
1.) your fox mtdll(and its VBR and TLB)
2.) the multi-thread fox runtime (vfp9t.dll and msvcr71.dll and vfp9renu.dll), same version and sp as the vfp mtdll that you compiled, place in same directory as your fox mtdll that runs as a web service.
3.) now regsvr32 your fox mtdll and that should work successfully.
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When that's done we can tackle the next step of deploying the mtdll as a web service.

(btw MS did a lousy job of explaining/demoing how vfp web services work. The tech is good - they just didn't push it for whatever reason)