indexing

[Rodriguez]

Hi,
I am new in lyx and latex, and i been trying to create an index like
A
Agent,
    Cognitive, 13
    Definition, 4
    Reactive, 12
B
Ball,
    ...
    ...
Although i've searched in the lyx site and serveral other latex/lyx sites a couldn't 
find a solution to my problem.
Please let me know of any solutions.
Best regards,
Rodriguez