>I've created an application using a menu. I'm able to quit it by clicking on the file->exit from the menu, but not if I click on the X in the top corner. I've inserted a clear events into my QueryUnload event, but it still gives me the message 'Cannot Quit Foxpro'.

The "X" fires what ever is done in ON SHUTDOWN, so maybe ON SHUTDOWN QUIT or CLEAR EVENTS. You should probably define a program somewhere that could handle any code that needs to be done and call that from ON SHUTDOWN