>>Try to GROUP BY PrimaryKey, PrimaryKeyChildTable and MIN(ChildTableField) AS ChildTableField
>
>When I add a GROUP BY clause, it takes forever to do the query. This is returns immediately as is. But, with the GROUP BY, it keeps processing. I am trying to figure out why it reacts like that.

Can you post your exact query, the CREATE table structure and what indexes do you have. Also try the row_number() idea, though I think it should perform with the same speed as GROUP BY.