Luiz,
I used Whil Hentzen's Programming VFP 3.0 to get started and it was great, so I go along with Robert's suggestion of "The Fundatmentals: Building Visual Studio Applications on a Visual FoxPro 6.0 Foundation", by Whil Hentzen, also at Hentzenwerke Publishing. -- even though I haven't looked at it.
I have the following books from Hentzenwerke: Object-oriented programming, Internet Applications, Client-Server with SQL, Office Automation, Hacker's Guide, WebRad -- so I am satisfied customer of Whil's books. However I would start with the Foundation book and then decide if you need to buy anymore. (on a side note, I wasn't that thrilled with the SQL*server book and I seem to be in absolute minority when I say I think the hacker's guide is not a must buy).
Kevin