sleep (milliseconds)

The P4GL PAUSE function can only be used for whole seconds, not fractions of seconds.
A loop using the ETIME function can be used to wait for fractions of a second, but will keep the processor busy in the current thread.
The following call will wait for 0.5 seconds and minimize system load :

/* by Michael Rüsweg-Gilbert */
RUN sleep ( 500 ).

How does Sleep minimize system load?

Windows works multi-tasking, sort of. A thread is allowed to work for a certain time quantum. When that quantum is over, the running thread is suspended and one of the other threads can start its own time quantum. Which thread? Well, that is decided based on priorities and is not easy to understand, but one thing is clear: a thread is skipped when it has requested a Sleep.
As a matter of fact, the time quantum for the running thread will immediately be suspended when the thread calls Sleep.
In other words: Sleep gives extra time to other threads.

What is the meaning of Sleep(0)?

Sometimes you see Sleep(0) in source code. Sleep(0) does not take very long, it just gives the remainder of the current time quantum back to the operating system. Each of the other threads will have a turn (well, I am ignoring priority issues here) before the thread who called Sleep(0) will execute again.
So Sleep(0) can be useful when you need an other thread to respond to one of your actions.

Don't sleep too long

A window **has to** respond to messages within a fair amount of time, that's one of the rules of the GUI system. That is to say, the window has to be able to repaint itself and respond swiftly to user actions and system messages. A sleeping thread does not respond. In other words, a thread that owns windows should not sleep too long. More precisely: a thread that directly or indirectly creates windows. This also includes threads involved in DDE.
Somewhat off-topic: a thread that owns windows should also not do things like

FOR EACH order: 
   DELETE order.

without PROCESS EVENTS inside the loop. Such actions should be performed by a second thread while the GUI thread continues. Oh well.