>However, the same problem does not occur if you use ADO to send the commands. Another well known issue is that you can not send commands containing GO to SQL Server. Although GO works in SSMS, it is not officially part of the T-SQL language and does not work when sent as a command. Workarounds are to send the script using SQLDMO (deprecated), SQLSMO (.NET), a command-line utility, or to parse the GOs out and send each command separately.

Why separately? Just remove the lines containing the "GO" alone, and send the whole string. I sometimes have rather long ones, which return 20+ cursors, no problem at all.

And, BTW, you can't have a question mark even in a comment, not even at the end of sentence. VFP's SQL engine will get completely confused with it.