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>I wanted to send a SQL Select expression to SQL Server and get back a cursor. I know I could do it if I was using ODBC. But I am using ADODB not sure how to do it.

If working from FoxPro, why do you think that ADODB is the best option? From FoxPro, besides SPT, you may create database, add connection, create a view or include stored procedure to get the result.