I believe that the index you created is far away from perfect.

First you need to find the most selective condition, please post the results of the following queries:

DECLARE @CustAccount varchar(20),

@PriceDate datetime--,

SET @CustAccount = '105295'

SET @PriceDate = '01/01/13'

SELECT COUNT(*)

FROM PriceData.dbo.AxProductPriceExtract pr

WHERE pr.FromDate <= @PriceDate and

pr.ToDate >= @PriceDate

SELECT COUNT(*)

FROM PriceData.dbo.AxProductPriceExtract pr

WHERE pr.price <> 9999.99

SELECT COUNT(*)

FROM PriceData.dbo.AxProductPriceExtract pr

join dynamicsax.dbo.CUSTTABLE cu WITH (NOLOCK)

on pr.PriceList = cu.MARITEMPRICEYARD

WHERE cu.ACCOUNTNUM = @CustAccount and

cu.dataareaid = 'abb'

Also you can try to use OPTION(RECOMPILE)

Is it a stored procedure you are trying to optimize? Do you know that when you are running it as a query you may get completely different plan and performance due to parameter sniffing?