Fast First Row optimization goal result in table scanning

Anyone experienced this issue before?  Setting the optimization goal to fast first row result rather than in getting the first rows faster in optimizer choosing to table scan some of the tables and than building dynamic indices…  Statistics accurate and in place.  Indexed perfectly.  Working pretty good without this goal – wanted to use this goal to work on larger result sets in application without getting application timeout message.  Got the opposite effect instead…

Any ideas?

Cheers.

AM