Thank you for your help and excuse me for my bad English.
OK I am going to try to explain it to you otherwise (with my English).

Directory of dévellopement D:\wconnect\

1- I created an application which names ecfa and everything works normally since VFP.

2- I compile the project to obtain an EXE that I execute since the directory d:\wconnect\ and everything works normally.

3- I move the EXE in the directory C:\program file\ecfa\ (on the same machine) with ecfa.ini and everything works normally.

4-I return under VFP (thus in d:\wconnect \) and run my program with
do myservermain.prg ( ecfamain.prg )
and I obtains the error:
UNABLE TO RESPOND TO THIS REQUEST

In conclusion my EXE program works in and not my myservermain.prg

I agree with you that it is about a problem of path but I do not see where.

I resolved my problem with the following lines in ecfamain.prg
IF _vfp.Application.StartMode=0
LOCAL lcProgramme
lcProgramme = gcDirectoryProgram + "eCFAProcess.prg"
DO &lcProgramme with THIS
ELSE
DO eCFAProcess with THIS
ENDIF

Where gcDirectoryProgram is defined here
lcSys16 = SYS(16, 1)
lcProgram = SUBSTR(lcSys16, AT(":", lcSys16) - 1)
PUBLIC gcDirectoryProgram
gcDirectoryProgram = LEFT(lcProgram, RAT("\", lcProgram)) + "ecfa\"
DO PATH WITH gcDirectoryProgram


Here is my file c:\program file\ecfa\ecfa.ini
[Main]
TempFilePath=c:\temp\wc\
Template=WC_
TimerInterval=200
LogToFile=On
ShowStatus=On
ShowServerForm=On
SaveRequestFiles=Off
UseMTS=Off
COMReleaseUrl=http://localhost/eCFA/bin/wc.dll?_maintain~release
Adminemail=
Adminmailserver=
Sqlconnectstring=
Adminsenderroremail=Off
Showrequestdata=Off
Memusage=8176
Scriptmode=3
[Ecfaprocess]
Datapath=
Htmlpagepath=c:\inetpub\wwwroot\eCFA\
[Wwmaint]
Datapath=.\
Htmlpagepath=c:\inetpub\wwwroot\eCFA\
Virtualpath=/eCFA/
[Ecfarepertoire]
Database_name=ECFA
Datapath=
Dbpath_dir=D:\DATA\
Htmlpagepath=c:\inetpub\wwwroot\eCFA\
Rep_temp=C:\TEMP\eCFA\
Rep_wwwdoc_relatif=Document\
Rep_wwwmodele_relatif=Modele\
Rep_wwwroot=C:\Inetpub\wwwroot\eCFA\
Template_path=C:\Inetpub\wwwroot\eCFA\Template

Here is my file d:\wconnect\ecfa.ini
[Main]
TempFilePath=c:\temp\wc\
Template=WC_
TimerInterval=200
LogToFile=On
ShowStatus=On
ShowServerForm=On
SaveRequestFiles=Off
UseMTS=Off
COMReleaseUrl=http://localhost/eCFA/bin/wc.dll?_maintain~release
Adminemail=
Adminmailserver=
Sqlconnectstring=
Adminsenderroremail=Off
Showrequestdata=Off
Memusage=8176
Scriptmode=3
[Ecfaprocess]
Datapath=
Htmlpagepath=c:\inetpub\wwwroot\eCFA\
[Wwmaint]
Datapath=.\
Htmlpagepath=c:\inetpub\wwwroot\eCFA\
Virtualpath=/eCFA/
[Ecfarepertoire]
Database_name=ECFA
Datapath=
Dbpath_dir=D:\DATA\
Htmlpagepath=c:\inetpub\wwwroot\eCFA\
Rep_temp=C:\TEMP\eCFA\
Rep_wwwdoc_relatif=Document\
Rep_wwwmodele_relatif=Modele\
Rep_wwwroot=C:\Inetpub\wwwroot\eCFA\
Template_path=C:\Inetpub\wwwroot\eCFA\Template