Thanks Vijayaraman,

John Koziol and Ed Rauh also pointed this to me. Now I know this fact and will use.

>I use VFP6.0 SP3 and had created temporary indexes on cursors. It is temporary index since the moment we close the cursor the index is also deleted a nice piece of work though.
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>> Your cursor has to be updatable in order to create index (index on command).
>> To make cursor updatable you can either create it in Init method of your form (or the grid) (Create Cursor command) or use dbf('myCursor') again alias myUpdatableCursor or wait till VFP 7.0, where we will have ReadWrite option :)