I didn't explain it well first time.
This is the code

Load event:
select cTable
INDEX ON cKey TAG cKey ADDITIVE
INDEX ON cName TAG cName ADDITIVE

Click Event:
lcOrder = SET("ORDER")
*do smthg
SET ORDER TO &lcOrder --> Error

value of lcOrder = "TAG Tag_Name OF C:\Long Name\R0001.cdx"

C:\Long Name\ is path of my temp folder.
If I change the path to C:\Temp - there is no error because now is short name.

However I can't rely that end user will not have long name for Temporary folder on his PC

Thanks