>I'm trying to specify a config file in the VFP shortcut but when I add -CC:\MYAPP\MYAPP.FPW to target line in the properties menu, I get an error saying the name in the target box is not valid.
>What am I doing wrong?

It should read something like:

C:\MYAPP\MYAPP.EXE -CC:\MYAPP\MYAPP.FPW

Of course in the above sample, this would only be necessary if the FOXPROWCFG environment variable had indicated another file.

Note the space between, the executable name and the parameter. I'd guess that's what's missing.