SET PATH TO "111,222",333
SET PATH TO 111;"222,333"
SET PATH TO 111, 222 333

With this in mind here's what directories VFP searches for each variation:

1) The last directory is ignored, since VFP only reads until the terminating quotation mark that follows 222.

.\111
.\222

2) 222 and 333 are parsed separately. You cannot specify a directory that has a comma in the name. Note that the last two directory names each contain one quote which renders the path invalid.

.\111
.\"222
.\333"

3) If you have a path with a blank you should not use quotes. Visual FoxPro keeps spaces in the name. It removes, however, blanks at the beginning and the end.

.\111
.\222 333