Khubaib,
Use this order in your programme:

SET EXCLUSIVE ON
*** don't delete cdx files
USE YourTable1
REINDEX

USE YourTable2
REINDEX
...

OR

m.NumberOfTables = ADIR(arrayfiles,"*.dbf")
SET EXCLUSIVE ON
FOR m.myvar = 1 to m.NumberOfTables
    TRY 
      USE (arrayfiles[m.myvar, 1])
      REINDEX
    CATCH
      MESSAGEBOX("Cann't open "+arrayfiles[m.myvar, 1]+" exclusive")
    ENDTRY
NEXT
USE
SET EXCLUSIVE OFF

But I have one simple question.
Why, Why, Why you need to delete all cdx, and create again???




>I have other problem, i index my all file in begning of programme, and also delete all cdx, and create again. i thing it is required exculsive on;
>i require change this???