We strongly recommend using the LaTeX2e-package index written
by David M. Jones, which is available at CTAN. It supports multiple
indexes as well as several shortcuts to easily index terms in a
document. Multiple indexes support the generation of several indexes
for one document. For instance, one can make an author or command
index in addition to a global index.
Another option is to use the xindy.sty from Andreas Schlechte
that comes with the contrib directory that should contain a version.