How do you create a sheet index?

I was given a project that already has its sheet files created, but I need to update the contract border cell. I want to create a sheet index in order to better organize the files and to avoid typing the project number, description and town over and over again. Is there a way to magically create a sheet index? The attached photo shows what I see when I open the sheet index dialog in the explorer. I expected there to be some sort of "create sheet index" option, but there isn't. Help!