>Is there a way to tell Windows (NT4 SP4) to open a prg file for editting in VFP when I double-click it?
>

Go into Windows Explorer, open up the Tools/Folder Options dialog, the File Types Tab, and find the entry for .PRG files (on mine it's named Microsoft Visual FoxPro Program), and modify the settings. You'll want to create an edit action (I use a tiny .PRG to do a modify program taking the clicked file as an argument since I don't know what the DDE dialog is to fire up the Modify Command dialog is otherwise) and then make that edit action the default for the .PRG extension. My tiny edit launcher looks like:

*TinyEdit.PRG - lives in the VFP Home directory
LPARAMETER cProgToModi
MODIFY COMMAND (cProgToModi) NOWAIT

and the edit action Application Used looks like:

"d:\program files\microsoft visual studio\vfp98\vfp6.exe" "d:\program files\microsoft visual studio\vfp98\tinyedit" "%1"

Use DDE is not checked.