You can use Aerror() function to get error returned by ODBC driver.
What's the version of VFP ODBC driver on WinXP?

>nConn = SQLSTRINGCONNECT(sConn)
>>
>>IF nConn>0
>> VCONNSTR = sConn
>>ELSE
>> =MESSAGEBOX('Cannot connect to System Database!',0+16,'Connection Problem')
>> RETURN
>>ENDIF
>
>nConn returns a negative value. The system returns the message "Cannot connect to System Database"