>I didn´t think about it. It´s a good idea. Thanks Nadya!

Here is a technique I usually use for interrupting by ESC:

lnRecno=recno() && Save  current record in BldMstr
* support user Escapes for interrupting the main loop
PrevOnEsc = on('escape')                    && save previous Escape handler
PrevEscape = set('escape')                    && previous Escape enablement state
set escape on                                   && enable escape handling
llHalt = .f.                                   && allow loop to run until this flag is toggled
on escape llHalt = .t.                         && force immediate termination if user escapes
store 0 to lnTally, lnCount
select BldMstr
set order to
if vartype(m.tnReccount)='N'
     lnReccount=m.tnReccount
else
     lnReccount=reccount()
endif
set message to 'Zipping BldMstr table with '+transform(m.lnReccount)+' records'
do case
case m.lnReccount<100 && Very rare case
     lnUpdateNumber=1
case between(m.lnReccount,100,100000)
     lnUpdateNumber=100
case m.lnReccount>100000
     lnUpdateNumber=val('1'+replicate('0',len(transform(m.lnReccount))-3))
endcase

* assemble fixed portion of status bar message outside of loop, for speed
msgTail = "/" + transform(m.lnReccount) + ".  Wait or press Esc to cancel ..."

*--- instantiate thermometer bar class....
loTherm = newobject("thermometer", "wg.vcx","","Zipping Progress for: "+m.tcFileName,m.lnReccount)
loTherm.show()
lcRegion = " "

scan  for !m.llHalt && AND stnum > 0 AND UPPER(street)<> "ZZZ" && Should have indexes on SZipped, StNum, upper(street)
     lnCount=m.lnCount+1
** Update status message
     if mod(m.lnCount,100) = 0
          set message to 'Record # '+transform(m.lnCount)+m.msgTail
     endif
** Update thermometer
     if mod(m.lnCount,m.lnUpdateNumber) = 0
          loTherm.update(m.lnCount)
     endif

As you can see, on ESC I set variable Halt to be true. I do while !Halt

Sometimes I use some variations of this idea, so I call either form method or program, which allows me to ask user: "Are you sure, you want to stop?"