I create a class (Address) within a program file (AddressClass.prg) which is in my main VFP project under "Programs"

I get an error from VFP when I create a new object with:

oAddress=NEWOBJECT("AddressFunctions","addressclass.prg")

"addressclass.prg not found"

I also tried "SET PROCEDURE TO addressclass.prg" but resulted in the same error at the SET PROCEDURE statement.

Im I forgetting something?