VFP6 can only make COM calls synchronously.
VFP7 has "with events", but it's only in beta.
VB6 can do it.
You may want to look at the VFP web site
http://msdn.microsoft.com/vfoxpro/default.asp for an article on BindEvents which can simulate this. Basically, you subscribe to an event of the EXE, then make a call. The call returns immediately (throw away the return value) and the COM EXE you called will raise an event when it has something for you. BindEvents will cause your VFP code to fire when that happens.
Mike