ok, this is what I do:

...
SELECT 0
cxCustomer = SYS(3)
CREATE CURSOR cxCustomer (
CustAlias C(15),;
NmCust C(40),;
Contact C(40),;
Address M(4)))
...
**************

...
lnSQLExecSuccess = SQLPREPARE(lnSQLConnHandle, "SELECT * from CUSTOMER order by CustAlias", "RESULTS")
lnSQLConnHandle = SQLSTRINGCONNECT(lcSQLConnStr)
IF lnSQLConnHandle < 1
LOCAL laErrArray[1]
AERROR(laErrArray)
WAIT WINDOW "Unable to connect:" + CHR(13) + laErrArray[1,2]
RETURN .F.
ENDIF

lnSQLExecSuccess = SQLPREPARE(lnSQLConnHandle, "SELECT * from CUSTOMER order by CustAlias", "RESULTS")
lnSQLExecSuccess = SQLEXEC(lnSQLConnHandle)

IF lnSQLExecSuccess <> 1
LOCAL laError[1]
AERROR(laError)
WAIT WINDOW "SQLEXEC() Failed:" + CHR(13) + laError[1,2]
ENDIF
.....

******

SELECT cxCustomer
ZAP

SELECT RESULTS
FOR I = 1 TO RECCOUNT()
SELECT RESULTS
GO I

SCATTER MEMVAR
SCATTER MEMVAR MEMO
INSERT INTO cxCustomer FROM MEMVAR
ENDFOR

SELECT cxCustomer
GO TOP

THISFORM.grdCustomer.REFRESH()
**********

The error:
No update tables are specified. Use the Tables property of the cursor.

Hope this could explain my question :) Or may be there is another way?

Best regards,
William