can you pls post the script you are using? in original there is no msgbox instruction.

Oh yes, i deleted the msgbox.
The script looks now exactly like yours but unfortunately nothing happend.
It just moves to z 10 and to X&Y coordinates and then it stopped and nothing more happened (no probing).
But Z DRO was set to -3.4 mm, what is a success for me!

So now we have the case that Z was set to -3.4 but no probing.
Before with G31, the probing was fine but z was not set to -3.4.

Thanks!

Sub Main()
Code "G31 Z-150 F300.0"
While IsMoving()
WEnd
Sleep(200)
SetOEMDro(802, -3.4)
Sleep(200)
Code "G00 Z3.0000"
While IsMoving()
Wend
End Sub

--open Operator -> VB Script Editor
--copy and paste the code into Editor window
--with the >|| button you can run the script line by line (single step) and see what is happening

Don´t ask me what was wrong before but now it works! 
I also tried M31 in a complete program and it works, too!
Many thanks for that!

Then the next question comes up.
Which post processor i can use for the m31 code?
I am using sheetCAM and i don´t want change all the progams manually.
Is there a post processor which i can use or change for the m31?

Thank you!