When you say "VFP app can quickly Insert an order", where is the order inserted into?

If it's sql Server, you could look into inserting the order Asynchronously - see

There may not be a dbc (database container) file available. 

Tables in Visual FoxPro can exist as a free table or as a database table. A free table is a...

Try using the cliconfg utility to add an entry for the server you want to use and set its network library to multiprotocol.  I needed to do that to use...

In addition to Reporting Services and Crystal Reports, ColdFusion MX 7 does pdf creation.

try the visual foxpro oledb driver.

http://www.microsoft.com/downloads/details.aspx?FamilyId=E1A87D8F-2D58-491F-A0FA-95A3289C5FD4&displaylang=en

see 

http://msdn.microsoft.com/library/default.asp?url=/library/en-us/dv_foxhelp/html/dggrfoledbproviderforvisualfoxpro.asp

Note   When you use Visual FoxPro OLE DB Provider as a SQL Server-linked server, only queries are supported. The Visual FoxPro OLE DB Provider does not support...

A couple of other items you might look into.

1.  does the sql server table have many text files

2.  is there a real time virus monitoring program running on the pc...

Check if there are indexes on the dbf file.

Try this link for some basic jdbc information.

http://www.javaranch.com/drive/jdbc/index.jsp

It may help to create the query using a unc path

select * from \\server\vfpdata\application\results.dbf

then you don't need to be concerned about drive mappings.