Do you have the source code for your application, if so, do you close the print file with a "set printer to" statement. If this statement is not there, then the print spooler will auto close if it receives no data for ? (30 i think) seconds.
With Windows 98 (DOS) you were able to print directly to the device, whereas with XP you print to a spooler. On the advanced settings of the printer, check print directly to printer.
The best solution is to upgrade to a Windows version of Foxpro. You can get your character based foxpro source to work reasonably well, and look OK just by setting the window size, and selecting a fixed pitch font (Courier)
define window one from 0,0 to 50,220 font 'Courier', 16
activate window one
set color to +W/R