>> I was wondering, is it possible to create multi-thread in Visual FoxPro using just native foxpro coding.
>
>No, VFP will run on multiple threads, but it's all an internal thing that you cannot control via code.

David, you are right, we can't with VFP alone.
However, I tested UT file 1367, "Multi-threaded VFP application" by Remus Rusanu and it worked great.
With it we can call MTDLLs without MTS, using its multithreading capacity right from VFP.