Possible Duplicate:
Index with an initial letter of the group
Code:
\documentclass{article}
\usepackage{index}
\usepackage{lipsum}
\makeindex
\begin{document}
\section{\index*{Hello World}}
Hello World
Some text about \index*{foo}.
\lipsum[1-15]
\index*{Hello World}.
\printindex
\end{document}
Output:

Required Output:

Please guide me how to achieve the desired Output.
Xwith a gray bar in front? – Marco Daniel Aug 26 '12 at 12:21