>>>What do they mean?
>>>
>>>Is there a way to remove them? Is it necessary to remote them?

If you use David's suggestion (using a default datasession with a modal "child" form, so it will 'inherit' the "parent" form's data session) you will also see "unknown" data sessions. Apparently this occurs any time two or more forms share a single data session, and one of them is destroyed. For some reason VFP can no longer identify the name of the form that the data session is currently associated with.

FWIW, I reported this behavior during the VFP 6 beta, and was assured by MS that this is "by design" and to be expected when two or more forms participate in a single data session. They assured me that having "unknown" data sessions was not something that should be avoided, and should cause no problem.

Ever the skeptic, I said "Yeah, right", but after taking them at their word, I've yet to experience any kind of problem that was traceable to any scheme allowing forms to share data sessions, and ending up with "unknown" data sessions.