>cPrgFile = "c:\temp\common\sql.prg"
>do (cPrgFile)

To explain the "why" of Al's answer, although it might be obvious, the FoxPro has to be installed to DO a prg. The runtime will just be able to do already compiled code. Hence the COMPILE command. Which I think was awfully nice of Microsoft to give us (that was VFP 6.0 SP 3, I believe).