Sanjay,
have you seen any of my messages on this thread. The presence of teh CDX fle allows Rushmore to optimize a filter and that causes VFP to use the file agian with a filter because that is the fastest way to get the results. This is by design and is not a bug. If you don't want this to be done you incldue the NOFILTER option in the SELECT command.
You are chasing a wild goose here.