Alex,
>Can somebody please give me pointers on using the component gallery ?
It's the twin sister to the Class Browser. For fun, open it up, navigate to some of the classes, then right-click on the icons in the right pane. You'll find interesting things there.
Also, drag and drop icons from Component Browser onto forms in the Form Designer, or onto the Command Window and see what happens.
Also, you might read the section of the documentation on New VFP6 features, which explains Class Browser fairly well. There's lots more to it that you can customize for your own work environment.
The wiki page has a link to a MS whitepaper:
http://fox.wikis.com/wc.dll?wiki~ComponentGallery~VFP