SQL Statements in VFP greatly depend on Rushmore, which is dependent on proper index tags. Just creating an index alone may not speed up the query...creating proper, optimizable tags will.
http://www.craigberntson.com/Articles/kb004.htm will get you started.

>My table is aprox 38,000 records. If I browse the table it takes a fraction of a second to view. If I create a local view with out any filters it takes several seconds to view. I was just wandering how to keep the speed up. I only need to filter out a small percentage of records at any one time.