The solution was posted in my reply to Sergey. Here it is:

if m.lnCount=m.lnReccount
         oProgBar.SetPos(m.lnReccount)
    endif
    .lockscreen=.f.
    oProgBar.Hide()
	oProgBar.Release()
	release oProgBar
	doevents()
	mouse at mrow(), mcol()
	.lockscreen=.t.

>>Thanks, Nancy. I tried to put set step on just before release oProgBar
>
>Okay. And what was the result? After the release was the variable still in your locals window? If so, then I expect the form has an outstanding object reference, right? That's common enough problem here that I'm sure you're familiar with it. Check the calling form that any runtime created object properties are set to .NULL.
>

I'm afraid, I forgot to check Locals window, while I was debugging. I'll try to explain: when I came to debug window, it didn't stop, but was executing grid.MyForeColor method lots of times (so I switched back and forth between application). When it finally stopped and starting executing oProgBar.Release method with all release of classes, etc....


>> and I experiement with thisform.lockscreen.
>
>No experimentation needed, Nadya. Whilst debugging, set it .F.
>

Ok, I'll remember this tip.

>>I found, that grid.MyForeColor fires lots of times, then release of progress bar was executing properly, however, this ghost was still there.
>

Sometimes it was just the image of the progress bar form (like Craig had recently), sometimes the whole progress bar window.

>Ghost? Ghost or object? Could you move it? Then the object wasn't released. If a ghost, then LOCKSCREEN is probably the problem.

I could not move it, besides, progress bar is not movable anyway.

>
>> So, I was keep trying, until the last piece of code, which seemed to solve this annoying problem.
>
>Which last piece of code? Do you mean the whole block you pasted? That had a lot of code in it. What in particular solved the problem? BTW, why do you do the .paint? Just curious.

I commented it out in this code fragment, I believe. All were my desperate attempts to make this form disappear.