Hi Randy,
When you change the order of the record source of the grid, you need to refresh the grid. Due to some issues with the grid this is best done while the grid doesn't have the focus. Hence, you need to move the focus of the grid, refresh it, and then move the focus back to the grid. You also should restore the current record number after indexing the data source.
BTW, indexing a cursor should only be done on cursors, never on tables. The index should always be a CDX index, never IDX. IDX file cause a number of problems with VFP's features such as buffering and transactions.
--
Christof