Kenneth,
You should use an exe if your users do not have VFoxPro on their machines. An app requires that the users have VFoxPro on their machines. An app is 10K-15K smaller than an EXE if that matters at all. If you already build an app, and then build an exe, and then save the exe in the same folder as the app, the app will be replaced with the exe and the app will be deleted (and vise-versa).