In Addition, make sure you are in the correct directory when you SET PATH TO
The VFP start dir is not necessarily the default dir.
ALLTRIM(SYS(5)) + ALLTRIM(SYS(2003)) will return the absolute path to where your program is running.

If you are not sure do:

acti scree
? curdir()
return

in your main prg to see exactly where you are when SET PATH TO is issued and when you are about to launch your menu.