>Basically the class definition file is compiled when when you make a instance of it.

I don't think thats true. Thats what I was trying to say in my original message.

Running this program does not work as an EXE but does work as an APP:

* Create a PRG
TEXT TO lcPrg NOSHOW 
DEFINE CLASS myNewClass AS Session 
	PROCEDURE Test
		WAIT WINDOW 'Test!'
	ENDPROC 
ENDDEFINE
ENDTEXT 

STRTOFILE(lcPrg, 'custom\testdcx.prg')
oO = NEWOBJECT('myNewClass', 'custom\testdcx.prg')
oO.Test()

The following, works regardless of where it's running from:

* Create a PRG
TEXT TO lcPrg NOSHOW 
DEFINE CLASS myNewClass AS Session 
	PROCEDURE Test
		WAIT WINDOW 'Test!'
	ENDPROC 
ENDDEFINE
ENDTEXT 

STRTOFILE(lcPrg, 'custom\testdcx.prg')
COMPILE custom\testdcx.prg
oO = NEWOBJECT('myNewClass', 'custom\testdcx.prg')
oO.Test()