>I need to make a program that runs in the background, which means that the executable runs but is completely transparent to the user.
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>About the process, what I am looking for is an ftp connection to upload / download files without the user having the Visual Fox screen before them or by mistake closing the application.
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>Any suggestion?

Usually these service applications need to be very reliable. To make a really reliable Windows service application it would be better (or at least easier) to do in NET. I have tried to emulate that in VFP before, but it was tedious and never as simple and sturdy as one written in NET. That service should write to the Windows events and log any errors. I also log start/stop events. If it's important enough it should also send emails about its status.
I have implemented an ftp download in C# using some third party library which worked very good, but I don't have it at hand. If you want to go that route I can look it up later for you.