i had read a book, it suggest me need to install VFP6 or MYPROGRAM.EXE file into all workstation not into LAN server. isn't it right ??

i make a shortcut from file MYPROGRAM.FXP and put it on my desktop. i click it to run my system. BUT sometime it will appear a message screen for me " File '.prg' does not exist". i can click "OK" to continue my system. but why it will appear usually ??