I guess you must change the directory first? Something like

lcOldDir=Fullpath(Curdir())
CD "C:\Program Files\MySQL\MySQL Server 5.1\bin\"
RUN mysqldump u myoffice pkompa mydata > data.sql
cd (lcOldDir)

>Try
>

>RUN "C:\Program Files\MySQL\MySQL Server 5.1\bin\mysqldump" u myoffice pkompa mydata > data.sql
>

>>
>
>>I'm using VFP with MySQL database.
>>
>>i want to run the backup from the app.
>>the command is:
>>
>>

>>cd C:\Program Files\MySQL\MySQL Server 5.1\bin
>>mysqldump –u myoffice –pkompa mydata > data.sql
>>

>>