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

The config file should be named config.fpw not config.cfg, unless you specify a different config file using the -C command line option. Also the command is SCREEN = OFF not Screen = .F. If your form is a top level form and only the VFP screen is showing, it is not seeing SCREEN = OFF in the config file. When you close the main VFP screen it is exiting the app and your screen is cleared.