How can I check if my cursor statement is using index

I have a program that reads data from Postgresql database (version
8.0.3) through ODBC, but data retrieval is pretty slow. When I type the
same SQL sentence in pgadmin III or any other sql tool it is much
faster, and typing 'explain' clearly shows that it is using index.
However the program is reading data through a dynamic cursor, I would
like to know if there is a way to check if the same sql query generated
through dynamic cursor still uses indexes?
Thanks in advance

Dragan