>Thanks, Koen. I was creating an index on a temp cursor, as I thought you needed an index when SETting RELATION into another table that has an index. It appears you don't need an index on the first table/cursor in order to SET RELATION. Solves the problem, and works as advertised!
John,
You can also consider to use a cursor with a WITH statement, you will endup with a smaller dataset which normaly works faster.
Regards,
Koen