>VFP 5 doesn't show that as a valid command, but it looks like you're basically doing what I said I planned to do in my post. (ie: check if it's a temp file)
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Views would also have a .tmp extension; filtered cursors would have a .dbf of the underlying table (but you're probably not having them if you do Create and no SQL-Select). So with these two things to watch out for, you should be OK.
Still, you should need some additional information stored somewhere - otherwise next time you wanted to use these saved cursor, how will you know what's what and where things are? So eventually you would have to copy the contents of the cursors into tables with the same names as the cursors' aliases were, or do something of the kind.