Because we have a table(vfp-dbf)with 1.5 million records, Is it ok for me to use the cursor to load the grid.

Just because you can do something is no reason that you should < s >.

You need to use some sort of selection criteria to narrowq down the volume of data displayed in your grid.

1.5 million records at pne time is to unwieldy for any user to deal with.