All I do is the following:

USE myview NODATA
INDEX ON KeyID TAG KeyID
=REQUERY('myView')

and this works fine.

Note the NODATA in the USE. I find indexing an empty view and then requerying is faster than indexing a view with data.

>I am doing this in VFP 6 SP 3. Your results may vary in earlier versions.
>
>How to overcome those view and cursor indexing blues. Do the following on any cursor or view that is not table buffered. You can switch back to table buffering after creating the CDX.

>use my_local_or_remote_view
>index on KeyID tag KeyID of addbs(getenv('temp')) + 'AnyName'
>index on Descript tag Descript of addbs(getenv('temp')) + 'AnyName'

>Create as many index tags as you want and get NO READ-ONLY ERRORS! As a bonus, when you close the view, the temporary CDX file is removed also. As for coming up with a name for the CDX name, you can use sys(3) or some other variation of creating a temp. You no longer have to do the USE DBF() AGAIN IN 0 trick.