>>>What the heck is a DDE conversation and why would setup want to have one with a desktop?
>>>
>>
>>This sounds like something that uses an older installer, that made calls to the Program manager to create shortcuts rather than calling the IShellLink API either directly or via COM. What are you using for an installer?
>>
>>>Sometimes I get this error when testing setup and some of the people who install the program from my CDs also report this error. I click "Ignore" and everything seems to go along fine. The program runs. But it is annoying and to new users unsettling.
>>>
>>>I often find myself conversing with the wall but only when I'm really tired with the desktop.
>
>This occurs with VFP setup. But not always. The setup seems standard: nine files, one of which is a large CAB file. There is one active x control. 2 Icons but they don't end up on the desktop.

I'd make sure that you have the current Setup Wizard components for whichever version of VFP you're using by checking msdn.microsoft.com/vfoxpro and grabbing any updates that have not been applied or superceded. It has nothing to do with the location of shortcuts on the Desktop; the original 16 bit Setup used a DDE conversation with ProgMan to create shortcuts, which Setup Wizard does do for each file flagged as a PM item in Setup Wizard.