>I mean, not inside a Fox Windows; I just want to open MS Explorer from Fox and tell where to go. If a user press a button in fox, I want to change the address of the current MS Explorer.
>Something with OLE maybe ?

You can do any of the following:

(1) Use the MS Web Browser control
(2) Create an instance of InternetExplorer.Application and use it's Navigate method
(3) Create an instance of Shell.Application and use it's Open method
(4) Use ShellExecute() to launch the URL
(5) If VFP6, use the FFC HyperLink class
(6) If VFP6, use the FFC ShellExecute class

I've probably missed a few; all of these have been discussed in the past week or two.