Sounds like the VFP window (_screen) is there at runtime.
You've got work to do :(
Look at making your form a Top Level Form (ShowWindow = 2).
Then it can exist outside the VFP desktop (which defaults to white).
Then using SCREEN=OFF in the config file you can hide the VFP desktop.
If you don't ship a config.fpw file with your compiled application, now might be the time to start :)
You'll have to make other forms In Top Level Form (ShowWindow = 1) so that they appear inside your 'main' form. Then you're well on the way.
Toolbars will have to be set up to display in the top level form, too (ShowWindow = 1).
Look at the VFP samples for the SDI Form example.