Progressive Search (Windows Style Help)

Does anyone know how to do a progressive locate (like you get when you are
working with the index in windows help files)?  I tried using the locate
method with my TQuery component but each time it starts over from the
beginning.  So If I type "S" then it finds the first occurance of S.  But
then when I add an "M" it starts over again from the beginning of the record
set and looks for the first occurance of "SM" rather than starting at the
end of the first search.  This makes the search very slow.  Any suggestions?