I've implemented the main.prg (contains the main web app logic) as an external prg so that I can change/recompile it without having to unload/restart the web app/IIS. I use these commands in the proxy mtdll to remove main.prg from memory and from being locked:
SET PROCEDURE TO
CLEAR PROGRAM main

This works fine. However, when an error is encountered, the program is not cleared for some reason even though I've put the same commands in the ERROR method??? So, it won't re-compile..

BTW,Here's an intresting link on Calvin Hsia's blog site where he's using CLEAR PROGRAM in his VFP web app in a similar way:
http://blogs.msdn.com/calvin_hsia/archive/2004/06/18/159550.aspx