>1) When I'm modifying a form, is it possible to have the toolbox toolbar appear somewhere where it's not in front of everything (like docked somewhere) and for VFP to remember this setting?

Dock it on top, bottom, or the side. VFP should remember the setting.

>3) Is it possible for VFP to retain the "Most recently used" projects files after I close and re-open VFP?

7 will do this, I don't know of any way to do it in 6.0

>4) I have the French version of VFP 6.0 but the different buttons of the messagebox function are still in english, is there a way to correct this? (I know that the messagebox function is an API call and yes, my OS is in english)

I think you answered your own question. We have no control over this. You could easily write your own, though.