>Anyone know if we're able to do these type of menus in VFP 7 or a way to do them now?

There might be something coming down the pike, during the keynote at the Orlando DevCon, on one of the Fox Team's XP Desktop's had an icon called "Whistlerized VFP7" which probably has Whistler versions of UI components (since VFP draws all its own graphics and such). Might be what you're looking for.

I'd keep my ears open for that around October (when XP will actually be released).