>You are right that a private data session has it's own settings. That brings another question. What settings does a private session inherit?

Look in help for SET DATASESSION command. The SET commands that are not in that list are inherited by a private datasession.

>I have noticed that it is different from the global FoxPro settings. Where can I define the settings that a private data session should default to (without calling a program/method to set settings in a private data session)

You've got to call a program/method from within the private data session...