Jace,
You're probably getting the connection failed error because you're not specifying the login account and password.
The easiest way to correct this is to specify the login and password in the VFP connection. Next would be using NT Auth. With NT Auth (but, I see that you're using Win98).
Many people create a local database that contains the views and connections, with the login and password hard-coded for the user. It's a bit more elaborate, but it does allow all users to use their own login/password.
-Mike