I think, the issue is of the exefilename.

If the exe is the current folder, it works. Try putting the exe in a different folder and see the error coming up.

I tried
obj=NewObject("Test","Test.prg","Test.EXE") && WORKS FINE.
obj=NewObject("Test","Test.prg","C:\TEST\Test.EXE") && GIVES CLASS DEFINITION NOT FOUND ERROR


That is very scary.

Let me know what you think