Erik,
I deal with this in my app by passing the current form as
a reference to my configuration form.

IF lSetupMode
ThisForm.CancelMode = .F.
=CREATEOBJECT('SETUPFORM',THISFORM)
READ EVENTS
IF THISFORM.CancelMode
QUIT
ENDIF
ENDIF

SETUPFORM.INIT()
Parameters oParentObject
ThisForm.ParentObject = oParentObject

* Cancel by:
ThisForm.ParentObject.CancelMode = .T.
CLEAR EVENTS
RETURN .F.