Vlad,

>...I never used this approach because there are a lot of ways in VFP for doing the same thing and I had never situations I need handle session object. I never used private data sessions more than just setting form's property to use it.

Probably you'll find more uses for private data sessions apart from forms (Session class) as you do more nTier and Distributed application design. An example would be business objects which are completely encapsulated and do not depend on any settings or environmental conditions outside of themselves, allowing them to be called from anywhere.