Add aditional Parameter to your PRG e.g.:

*The PRG code
LPARAMETERS foThis
* Call of the COM instance method e.g. foThis.MyMethod

and call it with code like the following:

*The COM Method code
DO MyUDF with This

-or- (somebody will say this is not a good practice)
create a Private variable in the method before calling the PRG UDF (user def function)
e.g.:

*The COM Method code
Private poThis
poThis = This
DO MyUDF

*The PRG code
* Call of the COM instance method e.g. poThis.MyMethod

HTH