>I'm going to install SP4. Do I have to do anything for my end users, other than build a new exe for them?

You will need to distribute the VFP runtime files as well. If your EXEs are stored on the local drive you can ship your application with your EXE and runtimes. If you keep your EXE on the server you can recompile that and then just create a dummy install (be sure to mark check box to include the VFP runtime) and then install that on each workstation.