>>Check Optimizing Distributed Queries and Configuring OLE DB Providers for Distributed Queries in BOL
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>In BOL it says:
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>Using the indexes of the OLE DB provider has performance benefits only when the index and table rowsets are on the same computer as the instance of SQL Server. Therefore, the Index AS Access Path option should be set only if the data source is on the same computer as SQL Server.
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>Does that mean if my tables are on a different computer then SQL Server there is no way to take advantage of VFP indexes?

The Index AS Access Path option is not applicable to VFP OLE DB provider. Check collation related properties of a linked server. Make sure than Collation Compatible=True.