I just wanted to let everybody know that microsoft is looking into this problem. Since we thought it was a COM problem, I did some more research by creating my own Visual Basic Collection and enumerating it from Visual Foxpro. I didn't have a problem at all. It seems only some collections have problems. Take a look at
http://members.home.net/bmassi/gotchavfp_colltest.htm for more info and source code.