>Once I set the form to Private Data Session, my SQL SELECT statement will run extremely slow. And If I set it to default data Session, the Sql will run smoothly. Why?

Some antivirus programs slow down badly when you have a table opened more than once. Try disabling any AV program you may have running.

Bear in mind that a number of SETtings are specific to datasessions. In particular, in VFP7 the default setting of EXCLUSIVE is OFF in private datasessions, ON in the default. File access is slower when SET EXCLUSIVE is OFF. Try SET EXCLUSIVE ON in your private datasession before running your SELECT.