The ReadyState property needs to come from the oIE object itself. Until the site is found and displayed, the Document.ReadySState is not available.

Try this.

oIE = CREATEOBJECT("InternetExplorer.Application")
oIE.Navigate("http://office.microsoft.com/assistance/2002/articles/crabby_columns.aspx")

*-- Sleep keeps the CPU from being pounded on while waiting for the page to render.
DECLARE Sleep IN kernel32 INTEGER millisec

lnStartinSecs = SECONDS()
Sleep(50)
DO WHILE .T.
	DOEVENTS 
	DO CASE
		CASE oIE.readyState=4 AND NOT oIE.busy
			EXIT
		CASE oIE.readyState=3 AND SECONDS()-lnStartInSecs > 5
			EXIT
		CASE SECONDS()-lnStartInSecs > 30
			EXIT
	ENDCASE
	Sleep(50)
ENDDO