Never did that. I bet it would have it's problem. I did need VFP6 one time under XP, and there it had it's problems with prerequisites already. Plus it's not supported and you won't find SP5 for download, if you don't have it. For 2.6 there is a seperate forum, though the same people hang out there. In general it should be possible, but don't expect support. I can't speak for anyone here, but most probably noone did that here, we are at VFP9, mostly.
Why not make life simpler and put these old versions into a VM with WinNT or Win98?
Bye, Olaf.