>Can VFP5 load the VxD just like the Visual C++ 5 use DeviceIOControl funtion to load the VxD.

You can access the DeviceIoControl() API call from VFP. It would prototype as follows:

DECLARE SHORT DeviceIoControl IN WIN32API ;
   INTEGER hDeviceHandle, ;
   INTEGER dwIOControlCode, ;
   STRING lpInBuffer, ;
   INTEGER dwInBufferSize, ;
   STRING lpOutBuffer, ;
   INTEGER dwOutBufferSize, ;
   INTEGER @ lpdwBytesReturned, ;
   STRING lpOverlapped

You'll need the MSDN documentation and detailed knowledge about the type of device you're trying to manipulate to make use of the API call.