I know it can be done, I've seen plenty of other functions do it :)  but my code simply errors.  Simple example:

PVector foo(){
  PVector pv = new PVector(1,1,1);
  return pv;
}

And when I execute the sketch:

"Syntax error, maybe missing a semicolon."

However, if I remove the return part, it works fine:

void foo(){
  PVector pv = new PVector(1,1,1);
  //return pv;
}

But of course, that does me no good.  What is going on?  I get that Syntax Error fairly often with on lines of code that have no problem, it usually has something to do with another part of the sketch bugging out.  I'm on Processing 1.0.3

thanks