Edgler,
You've marked all the index entries. You next must choose an index design
and build the finished index.
Do the following:
Click where you want to insert the finished index
To make sure that the document is paginated correctly, you need to hide
field codes and hidden text; if the XE (Index Entry) fields are visible,
click Show/Hide button on the Standard toolbar
On the Insert menu, point to Reference (Word 2000 skips this step), click
Index and Tables, and then click the Index tab
Click a design in the Formats box to use one of the available designs
Click OK
Word then collects the index entries, sorts them alphabetically, references
their page numbers, finds and removes duplicate entries from the same page,
and displays the index in the location in the document you specified
Jon