If you're running New SQL Query, you'll want to run it in the foreground
Names Default To Here( 1 );
obj = New SQL Query(
Connection( "ODBC:DSN=mydsn" ),
Select(),
From( Table( "my_table", Schema( "my_schema" ), Alias( "t1" ) ) )
);
table = obj << RunForegound;
You can also deselect "Run Queries in the Background" in JMP Preferences.