< snip >
>Creating an index tag containing more than one field does not help for Rushmore purposes. If you need to run queries that involve these fields in the WHERE clause, you need an index on each indivual field for Rushmore to kick in (with regards to those fields).

I disagree that compound index cannot be used with Rushmore. It's true that compound index does not help, when you use ANSI SQL queries against the table, but if you use FoxPro's LOOKUP() command you can achieve Rushmore optimization using compound indexes. See: http://msdn.microsoft.com/library/en-us/fox7help/html/lnglookuplp_rp.asp
and please read it carefully.
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Update sorry I did not read it carefully... It says that it is not optimizable.
However... you can use SET FILTER, SET KEY and SCAN.
See http://www.levelextreme.com/Magazine/September2002/Page23.asp

Regards