Sheet Index

I am unable to create sheet indexes as described in the video in Module 8. I have "Add to Sheet Index" checked on and the sheet models are created. However no sheets are listed through the Explorer window. Same results for Module 6, XSC sheets.

Although not mentioned much in the Getting Started with ORD PDF, just in the videos, I was wondering if I'm doing something wrong with Sheet Indexing and need to further troubleshoot or if it's something we are looking at to working properly in EAP2? Haven't tried to use Sheet Indexing with the basic Microstation sheeting tools.