EXE delivery of Foxpro application?

I need to create a deliverable EXE of an old FoxBase+ application. I?ve managed to get it working with surprisingly few changes under Visual Foxpro 6.0. But for the life of me I haven?t been able to get a usable EXE file. I can start the application from the command window via the DO command, and it runs ok. But if I attempt to run it as an EXE, it loads into memory and does nothing. No user interface, no error messages, nothing.

I must be not be creating the EXE correctly. I have a project file with the CODE table listing the PRG files in the application. Menu.prg is listed as MAIN. There are no other entries in the project file. If I select build EXE an EXE is created. Suggestions?