When you say "under Citrix", do you mean WinFrame 1.7 or NT4/TSE with MF 1.0 or NT4/TSE with MF 1.8 or Win2K with MF1.8 or MFXP? Are you running VFP3/5/6/7?

I had some issues with NT4/TSE and network file locks, and it wasn't strictly VFP related; it was Excel .VBA going to UNCs for PeopleSoft. We ended up making more of the queries running on the back-end database server and pushing the result sets locally. You are probably seeing the same kind of thing with VFP, and the solution might be the same. Maybe VFP is making some kind of OS network call redundantly and NT/Win2K can't handle it in a Terminal Services situation.