My manuscript contains many strings that combine sequences of greek and roman
characters. How can I get these to appear in the index?

For example, the document source initially contains
$\Delta$x
which displays as upper case delta followed by x. If I select the displayed
delta and x and click on Lyx'x "Insert index entry" button, the document
source changes to
\index{\Deltax}$\Delta$x
but when I try to generate an index I get an "undefined control sequence"
error message.

If I manually change the document source to
\index{$\Delta$x}$\Delta$x
there is no error message, and the index looks OK. Is this a legitimate way
to proceed? If yes, does "Insert index entry" do this automatically in a
more recent version of LyX than the one I'm using (which is 1.5.6)? Is there
a better way to do this?
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