Assuming Access 2003 or earlier, to create a multi-field index, either click
on the Index icon on the button bar (it's a bunch of horizontal lines with a
lightening bolt to the right), or select Indexes from the View menu. Pick a
name for the index (it doesn't matter what you call it) and put that in the
first column of the first empty row. In the next column, put the name of the
first field you want in the index. The Sort order isn't critical either. On
the next row, leave the Index name column blank, and put the name of the
second field you want in the index in the second column, underneath the
field you've already added. Repeat until you're finished.
You don't have to do anything to use the index: Access will figure out the
best index to use, and you can't influence its decision.