>Unfortunetely, when I set the property
> .AlwaysOnTop = .T.
>I get no report in the window.
>I do not know if you can reproduce the problem or is linked with my specific situation

You're right, I reproduced your problem. The way out is easy - it takes a couple of properties to set; unfortunately, they're read-only, so I had to create a class:

* proc showfrx
lparam cFrxName
oPrevWind=createobject('pvw')
with oPrevWind
   .caption='Previewing report '+cFrxName
* set other properties of the window here if needed
   .show
   report form (cFrxName) preview window (.name)
   .release
endwith


Define class pvw as form
	windowstate= 2 && or whatever you like
	<b>showwindow=2</b>   && had to be TopWindow to be always on top.
	alwaysontop=.t.
enddefine

Even looks better now, IMO.