>Are you able to connect to the data remotely using VFP OLEDB from within VFP or even VB?

Yes. At least from that machine, logged in as me.

oConn = CREATEOBJECT("ADODB.Connection")
oConn.ConnectionString = "Provider=VFPOLEDB.1;Data Source=\\eukfs01\mis_deve\andersonanalysis\data\"
? oconn.Open()
&& returned .NULL. Indicating no error
loRS = oconn.Execute("select * from dafacts")
? lors.Fields(1).Value && "GB"
? lors.Fields(1).name && "cctrycode"
? lors.Close()
&& should returned .NULL. Indicating no error
RELEASE lors
? oconn.Close()
&& should returned .NULL. Indicating no error
RELEASE oconn

I've asked someone else to test this on their machine to confirm they can access the server data from VFP.