Thanks all, for the answers.  But it appears my worst fears have been
confirmed: I am not missing something - there is no manual index.  It almost
seems that LSoft is going out of their way to make the program a little
tough to use by providing substandard documentation.  Curious marketing
strategy.

I don't remember the FAQ being indexed either, which leads back to the same
problem.  (I wonder if "where's the index?" is one of their FAQ's?)

Another matter:

I have an announce list of about 10,000.  The system dumps about 1% of my
list per month as bad or non-responding email addresses.  How does that
match with others?

-Ham