I have 2 suggestions for you Stephen:
1. ActiveX controls cannot process events until a wait state occurs, so clicking an ActiveX control has no effect while user program code is executing. This is the same behavior for Visual FoxPro controls such as the Grid1.
_VFP.AutoYield = .F. && Somewhere at the beginning of your app
2. You may want to specify a fully qualified path in your laPictures[lnPicture,2] element.
Either way, let me know. I've quite a bit of development using these ActiveX controls within VFP.
P.S. Are you using VFP 5 or VFP6? What version of the ActiveX controls?