FoxPro Command to VB.NET

You need to use the Visual FoxPro ExecScript() command and don't execute the the commands asynchronously.

Dim a = "Provider=VFPOLEDB.1;Data Source=C:\temp;Extended Properties=dBase IV"

Using cn As New OleDbConnection(a)
    cn.Open()

    Dim cmd As New OleDbCommand
    cmd.Connection = cn
    cmd.CommandText = "execscript(['use C:\temp\products excl'])"
    cmd.ExecuteNonQuery()

    cmd.CommandText = "execscript(['INDEX ON productid TAG productid'])"
    cmd.ExecuteNonQuery()

    cmd.CommandText = "execscript(['INDEX ON prodname TAG prodname'])"
    cmd.ExecuteNonQuery()

    cn.Close()
End Using