As an alternative to labels, you might take a look at the SysLink control.

With this control, a continuous string combining hyperlinks with plain text can be placed on a form. Something that otherwise would require a combination of several labels.

Visit or download page or contact us by email

Where download page and contact us are respectively http and mailto hyperlinks.

There is a bit of a programming required around this control to show it on VFP form, and even more to show it inside a container (Container control, Page Frame control etc.). Still it's an interesting option.

Displaying hypertext links with the SysLink control (VFP9, Comctl32.dll)
http://news2news.com/vfp/?example=559