Ok I have now put in the READ EVENTS in my main.prg it now looks like this:
DO FORM mainfrm
READ EVENTS

I have also put in a text file which is called config.cfg which contains the code:
SCREEN = .F.

I have added in the INIT of the main form:
THISFORM.VISIBLE = .T.

Currently all it does is open a Foxpro enviroment and then displays the form and then closes it again. I tried putting in a READ EVENTS in the INIT of the mainform but that just stopped me from closing the form !