Paul,
As Sergey said, it has to do with the SET STRICTDATE setting. SET FILTER transforms your nice neat date format into what VFP terms an ambiguos date reference. If you SET STRICTDATE to 0 (turn off STRICTDATE), you are basically reverting back to FPW settings.

Here is some code I posted earlier that helped me when I wanted STRICTDATE set to 2 and had this problem:

lcdate = set('date')
set date to british
lcfilter = set('filter')
set date to &lcdate
set filter to
[do some code here]
lcfilter = strtran(lcfilter,"{","{^")
set filter to &lcfilter

>Hi All,
>
>Please help me to identify this problem if you could.
>
>cFilter=iif(empty(m.From),'','EVENT_DATE) >= {'+dtoc(m.From)+'}')
>
>for example :
>
>m.from = 2000/11/28
>
>event_date = 2000/11/30
>
>
>used to work fine with Foxpro for windows 2.6 BUT gave me an error
>
>with VFP 6.0 when I tried to run my report.
>
>Thank you in advance,
>Paul