Here is what I meant, Cmodule paramter of newobject command as documented in the online help.
************************************************

cModule
Specifies a .vcx visual class library or Visual FoxPro program (.prg, .mpr, .app, .exe, and so on) containing the class or object specified with cClassName. The default is a .vcx visual class library; you must include an extension if you specify a program.
Note A class library can have an alias. To specify a class or object from a class library with an alias, include the class library alias followed by a period and the object name.

If cModule is omitted, or is the empty string or the null value, Visual FoxPro searches for the class or object in the following order:

Visual FoxPro base classes. (1)
Classes in the current program. (2)
Class libraries opened with SET CLASSLIB. (3)
Classes in procedure files opened with SET PROCEDURE. (4)
Classes in the Visual FoxPro program execution chain. (5)
The OLE registry if SET OLEOBJECT is ON. (6)
*****************
Simply put, your problem might be with number 5 that changes depending on the Sequence taken by the user.