There is no NULL columns. E.g. I do not allow NULLs in my tables.

I am using a concatenated key in my query. While I can test what you mentioned, it would be slower than what I mentioned in my original post. (Speed test has been done here on the UniversalThread.)

The question remains, why does it happen for one table and not another when there are NO indexes applied to any of the tables? Why does it work in VFP8 and not in VFP7 SP1?

Strange how you can get an Invalid Key Length error when there are no indexes on the tables!