What would cause the message "Cannot locate Visual FoxPro Runtime?"

I have a dual boot; in Windows98 it works fine. When I boot in Windows2000 I can run VFP, but can't run a VFP-generated EXE. I even reinstalled VFP in W2000.

Some VFP documentation, as well as the knowledge base, talks about VFP3 files with the .ESL extension, but I can't find any. That is old VFP3 stuff.