>>To be able to interact with the form you need to build an Out of Process OLE server. If you just want the form to display something you can build an In Process OLE server.
>>To build an Out of Process OLE server choose "Build Executable" from the VFP project "Build Options" Dialog. To build an In Process OLE server choose "Build OLE DLL" from the VFP project "Build Options" Dialog.
>>
>>See the article http://www.eu.microsoft.com/vfoxpro/vftechinfo/custole.htm for a discussion of building custom OLE servers in VFP.
>
>Isn't checking EXE the same as doing a regular Visual FoxPro EXE? What need to be done different in order to have an Out of Process?

Nothing except you need class to marked as ole public.