>Its sad. The code sample you sent works here with such modification...
>What is your ON ERROR setting? Did you tried to catch it by ON ERROR?

There is no ON ERROR. This is within the error event. This is the code:

loProcess=CREATE('RR')
loProcess.ShowMessage()

DEFINE CLASS RR AS Custom

lFirstTry=.F.

FUNCTION ShowMessage
loProcess.xx()
MESSAGEBOX('ShowMessage1')
ENDFUNC

FUNCTION xx
COUNT FOR x=z
*SELECT * FROM CONTACT WHERE IRegion=lnRegion INTO CURSOR TEMP
MESSAGEBOX('ShowMessage22')
ENDFUNC

FUNCTION Error
PARAMETER nError,cMethod,nLine
MESSAGEBOX('TEST')
if !empty(alias()) and NOT This.lFirstTry
	select 0
	retry
        this.lFirstTry = .T.
endif
This.lFirstTry=.F.
RETURN TO ShowMessage
ENDFUNC

ENDDEFINE

We assume a table is already open. What this gives, is that I get the TEST message. Then, VFP pops up the open table dialog.