You don't select directly from the index. You select from the table.
If the index is appropriate, SQL Server will use it when you do that.
To really "get" indexing, you need to take a look at the subject of "execution plans". RedGate has a good book on that subject, which is free (to download). Here's the link: http://www.red-gate.com/about/book_store/sql_server_execution_plans.htm
The author is a regular on this site, and very, very knowledgeable about SQL Server.
- Gus "GSquared", RSVP, OODA, MAP, NMVP, FAQ, SAT, SQL, DNA, RNA, UOI, IOU, AM, PM, AD, BC, BCE, USA, UN, CF, ROFL, LOL, ETC
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