>VFP come with a set of class. One of them is a wizard. I need to create many wizards and I like to know which set of class is the best for the job.
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>I need a wizard class that I can set the number of steps, and validation of every step.
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>Any one has experiences in this type of class?

Take a look at EPS Software the Interface Series class library.
It includes FEC Wizards 'a complete wizard framework.' according to there website.

http://www.eps-software.com/fec/interface_overview.ewb