>I must be missing something here. My question is how do I get my beloved Fox to respect a UDF in commands such as SET FILTER TO... or APPEND...FOR...?

You have your UDF encapsulate all of the logic, and return a .T. or .F., so instead of

SET FILTER TO MyUDF(SomeVal) = SomeOtherFIELD

you would say

SET FILTER TO MyUDF(SomeVal, SomeOtherVal)