You can set this properties, maybe works like you want:

WindowType = 1 && Modal
Autocenter = .T. && To autocenter on screen

If you want to center on current form instead of autocenter, you can do this:
do form mymodalform with thisform && or: with _Screen

Then on init method:
Parameters oForm

Local nTop, nLeft

nTop = (oForm.Height - this.height) / 2
nLeft = (oForm.Width - This.Width) / 2
This.Move(nTop, nLeft)

***
Code not tested, I hope this help

Mauricio