>My plan was to keep track of a users ordered items, etc. in a database on the back-end, but my question is how to keep track of who the user is as they move from page to page once they are logged into the site. What are your recommendations?

Are those users doing a basic authentication? If yes, you will have the value in REMOTE_USER. Otherwise, you can play with cookie.

>Also, so far I have been using VPFCGI.EXE for the connector, but have been told that that isn't a very good idea. What would you recommend, and why?

It's been a while since I last heard about that. Related to Visual FoxPro, I've seen that most of the intensive applications are using products like WWC and XWorks as the parser.