Carlos, also what version of the .NET framework are you using - 1.0 or 1.1? I'm pretty sure I used 1.0 to generate the avfpdemo2 dotnet proxy. I haven't tested on XP - maybe someone that's run on XP will share their experience here.
I would also run the tlbimp.exe manually from the DOS command window such as:

D:\MICROSOFT.NET\FRAMEWORKSDK\BIN\TLBIMP.EXE d:\dotnettest\dotnettest\dotnettest.dll 
/out:d:\dotnettest\dotnettest\wwwroot\bin\dotnettest_dotnetproxy.dll

so that you can see any errors that may have been generated.
>Hi Claude
>
>Thank you for you answer. I´m using the WebAppBuilder to build the new web app. I answer yes when it asked "Run web app from ASP.NET?, it tries to find the tlbimp.exe, It looks in the default .NEt framework BIN directory when it found the TLBIMP.exe It generated an script in DOS and compile or registered the component. But doesn´t work. Maybe the problem is OS, I´m running under WinXP Pro, and I´m using VFP 8.0.
>
>I createad some test sites and works fine, I only have problems with .net y PDF. I'm using COM+ and If I have a problem wiht PDF or another function I don´t need to restart de IIS.
>
>Thank you for your help
>answer yes when it asked "Run web app from ASP.NET?"? If yes, it tries to
>Carlos
>
>-------------------------------------------
>Carlos,
>I'm assuming you're using WebAppBuilder to build the new web app. Did you find the tlbimp.exe which actually creates the .NET proxy from your .VFP. mtdll. It looks in the default .NEt framework BIN directory. If it can't find it, it displays the file dialog where you'll have to enter the path to it. I suppose you would get that error message if it never found TLBIMP.exe to generate the proxy.
>You can find the full TLBIMP command it runs in the WebAppBuilder status box after the build under "TLBIMP generate command(use to regenerate)" - you should be able to copy and paste that into the RUN command window to run it manually.
>For the PDF generation, I successfully ran it using Print2PDF under Win2k Pro. However, I ran into security problems when running it from Win2k Server. Other PDF drivers like Amyumni may not have this problem. I'll try to resolve this issue in AVFP 2.5...