Thank you Sergey.

"You can use mswinsck.msm merge module that comes with VFP7 and VFP8."

I just made a little setup.exe that has only the MicroSoft winsock 6 (with couple of other dependencies) selected from InstallShield Merge Modules, but when it is installed, and I run it in VFP, it now says :

Class Definition "MSWinsock.Winsock.1 not found"

while before installing the modules it used to say:
"The external OLE is not installed.,,,"

Did I install the wrong Merge Module ?

I Appreciate your help.