>>We know the:
>>A is indexed on column ID with index T_A_ID
>
>I'd suggest that you create an index on on the id column specifically.

As I said there is an index on ID
Statistics is updated, and indexes, with reindex.
The server is 2 processor with HT and 4GB RAM.

This is happen even with a table wich has ~18milion records and the query returns ~20000; this is not a selective query?

The query plan with forced indexes is different than query wich use indexes by itself, and has lower performances.
I tested with SQL2005 for 1 day and from what I see there are some changes with execution plans. Same query on same data wich is catastrofal on 2000 work very well on 2005 and is optimized - The work of VFP team at core of SQL are getting rezults.