(1) Create a separate window or a form -- a splash screen. Should not be modal. Make it on-top, always visible etc.

(2) Minimize or hide main FoxPro window.

(3) Run your background procedures, while displaying messages on the splash screen.

(4) Release splash screen window.

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Here is a code sample based on WinAPI functions: The Splash Screen Class for Visual FoxPro application
http://www.news2news.com/vfp/?example=294