If you have VFP 9 SP1 installed on your machine, there's a problem with the installation when upgrading from SP1 to SP2. It doesn't tell you there's a problem, but it doesn't fully install everything. The recommended procedure is to completely uninstall VFP 9 from your machine. Then re-install VFP 9, without any service packs. Once that step is completed, install Service Pack 2. Do NOT install SP1 .. skip that entirely. Just go straight to SP2.
If you are running Vista, you also have to remember about the Virtual Store so as not to get bitten. Whenever you change a file in the Program Files directory, Vista creates a copy in your Virtual Store and redirects all future access to the new file. When Visual FoxPro opens a class, it does something that makes the O/S think it's been changed. Therefore, if you have ever opened any classes in VFP's FFC directory, those classes are now copied and sitting in your Virtual Store. That means when you upgrade to SP2, it installs new FFC files in the Program Files directory, but Vista keeps referring to the old ones in the Virtual Store whenever you access them. It completely ignores the new ones loaded with SP2. To get around this, delete the files from your Virtual Store ... HOWEVER ... if you have actually changed any of the FFC classes, you'll need to make copies of the files in the Virtual Store before deleting them so you can go back and compare your changes to the new SP2 versions and merge as needed.
For those of you who want to install SP2 and still keep plain-Jane VFP 9 or VFP 9 SP1, that's not a problem. Rick Schummer wrote a great whitepaper that explains how to do this (Rick's whitepaper).