Marcel,
You can argue about the speed of filters with grids and browses until the cows come home, but the fact is filters and grids are SLOOOOOOOWWWWWWWW!!! There is nothing you or I can do about it, they are just slow. Grids and Browses may appear similar in their object structure but they are very different internally in the way they handle their data. This is how it is! It may change in a new version of VFP, but for now it is as it is.
Conclusion: Don't use filters with grids.BTW, you might like to know that referencing the ActiveRow property of a grid is also extremely slow as it reviews the entire recordset for each reference to the property.