>Does anyone know of any books which would lead one to refining one's skills in Visual FoxPro, so that one might be able to pass the Microsoft VFP Exam?

Not directly, but the books listed below help with general VFP knowledge that of course is useful on the exam.

Best source for the tests so far is
http://fox.wikis.com/wc.dll?Wiki~CategoryExam70-155
http://fox.wikis.com/wc.dll?Wiki~CategoryExam70-156

>There is a hoard of books out there at many book stores, Amazon.com, BarnesandNoble.com, etc., for Visual Basic, A+ and MCSE exam preparation, but there appears to be nothing at all for Visual FoxPro.

Try http://www.hentzenwerke.com/hwbooks/books.htm
But once again, not exam focused