Add READWRITE clause to make cursor updateable and check http://www.berezniker.com/content/pages/visual-foxpro/queries-and-filtered-cursors

SELECT * ;
	FROM GRPEXTCV ;
	INTO CURSOR tmpGRPEXTCV READWRITE

>I index cursors all the time so this surprises me today. The error message states: "File must be opened exclusively".
>
>I even set exclusive on, recreated the cursor and then tried the indexing again, but received the same error message.
>
>Here's the simple SQL statement and INDEXing command:
>
>

>SELECT * ;
>	FROM GRPEXTCV ;
>	INTO CURSOR tmpGRPEXTCV
>
>SELECT tmpGRPEXTCV
>INDEX ON GrpID+GrpNum+PlanKey TAG FULL_KEY
>