You can use xp_cmdshell to run external programs. You need to be aware that since this will be running on the server, you cannot have any user interface because you will not be able to see it.
Here's the T-SQL code:
exec master.dbo.xp_cmdshell 'myprogram.exe'
HTH,
Kurt
>How can I run one of my vfp program from SQL JOB?
>Thanks
>MA