Hi Xavier:

I think that the best way is using ADO.
I am using VFP/SQL7.0 with the native OleDb provider for SQL7.0 and it is better than ODBC because you can manipulate the tables as cursors (objects) and you have the useful command object.
You can read ADO Jupstart for VFP by John V. Petersen from http://msdn.microsoft.com/library/techart/ADOJump.htm

Good luck

Pedro