In your first example, the optimizer can use the value you've passed in (1001) and actually look at the distribution of the index to determine if an index seek could be used. When you run the same query and pass it a parameter instead of an explicit value, the Query Optimizer must look at all of the values in the query and create an execution plan based off of the selectivity of all of the index values. In this case, the Optimizer determines that an index scan would be more efficient. I would guess that your value of 1001 is fairly selective with regards to the other values in the index.

Does that help?