y0,

>That's my problem, how do I know the exe directory. When the user install my app, s/he can choose installation(exe) directory, but how do I set:
>SET DEFAULT TO ????
>SET PATH TO ????

Try this:

SYS(5) + CURDIR()

I also use an .ini file that contains the path to the dir my tables are in. Each time my app starts, it checks for that .ini. If it isn't found, the user will be prompted to select the dir interactively and the new ini will be created.