Crime Safe

Indexing is to optimize searching response time, in lay man terms indexing in database would enable you to search for records faster.

Use the query stated in the Code tag to check for the indexes that has been automatically created.

SELECT name
FROM sysindexes
WHERE (name LIKE '%_WA_Sys%')


References:-
http://www.sql-server-performance.com/optimizing_indexes.asp

Before you index, you need to run the SQL Server Profiler, to see which field in which table your search hit the most, but a word of caution is that when you do indexing put in mind the insert and update performance to that particular table, Index can speed up a table search but it can also slow down table insert and updates.