As of VFP9 you cannot create objects as a part of a property definition in a class. It's applies to any class not just COM. You can move objects creation into the Init of the class.

>Do you have a hello world com code sample?
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>I ran into problems only when I moved a FOXISAPI implementation to VFP9 - had to move it back to 7 to deliver - same code - recompiled. There is an example COM I wrote here that creates an object inside a COM. Run it in 6 or 7 - then recompile and run it in 9. Surprise me!
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>>If you're referring to DEFINE CLASS statement with OLEPUBLIC clause than you're wrong. You can create objects in the methods of such class (or any other class) with CREATEOBJECT() or NEWOBJECT().