Thank you Cindy. I used your suggestion, and ended up with a working solution that looks like this:

set escape on
set safety off
SELECT 1
USE customer.dbf
SET ORDER TO customer_i
GO TOP
SELECT 2
USE orders.dbf
INDEX ON order_date TAG order_date DESCENDING
SELECT 3
USE lastget.dbf
zap

SELECT 1
DO WHILE NOT EOF()
m_customer_id = customer_id
SELECT TOP 3 Customer.customer_id, Orders.order_id, Orders.order_date;
FROM tastrade!orders INNER JOIN tastrade!customer ;
ON Orders.customer_id = Customer.customer_id;
WHERE Orders.customer_id = M_customer_id;
ORDER BY Customer.customer_id, Orders.order_date DESC;
INTO TABLE tempget.dbf
SELECT 3
APPEND FROM tempget.dbf
SELECT 1
Skip 1 && Move down one record
ENDDO