I've fixed this problem by using a parameter object but would like to see if someone can explain why this happens.

I have a UDF:

FunctionX

Parameter pArray

For nCnt=1 to aLen(pArray,1)
   Seek(pArray[nCnt,1],"ATABLE")
EndFOr

Return

This work:

FX="FunctionX(@myarray)"
&FX 

This causes an error:

FX="FunctionX(@myarray)"
Select * From SomeTable Where &FX to cursor SomeCursor        

The error come from the UDF saying that pArray.prg is not found.

Any ideas?