>use dbf('MyCursor2') again alias MyAlias.
>It gives me an Error on this string, saying 'File ... not found'.
>I put suspend before this command and see, that this cursor is actually created.

Is it that you need to put in a IN 0 otherwise, VFP closes the current table, then tries to open the new one, but in your case with the current tables DBF and its blank, so you get an error 1.