I have created a class to convert VFP to Excel. It does not need anything to be installed as it does not use Excel Automation or any OLE DB driver. It however creates Excel XML file so can only be read by Office 2003 and later.
Since it is a VFP only code, it can be subclassed and you can do things like create formatted excel workbooks. You can check out http://msdn.microsoft.com/en-us/library/aa140066.aspx for the XML definitions.
This class uses code from Alejandro Sosa ExcelListener.
LATER Updated the class so it saves the XML in chunks of 5MB to prevent "String too Long" error.