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Need help creating a simple index on MS SQL Server

Our website is hosted by web.com.  We have an plan that provides an MS-SQL server.
Since it is a hosted server, I can not index it with SMSS as I would my local server.

I have .asp code that runs on the server which queries the LOGSEARCH table of the InternetData database.

I need four indexes:

strSearchNumber,  SResult, OrderNumber, , and SDate.  

Can anyone help?
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Dave Baldwin
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Here's the MSDN page that shows the SQL for creating indexes: http://msdn.microsoft.com/en-us/library/ms188783.aspx
Here's a simple ASP page that works with my SQLEXPRESS 2005 database.  You'll have to change the names of everything.
<%@ LANGUAGE = VBScript %>
<%  Option Explicit		%>
<!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.01 Transitional//EN" "http://www.w3.org/TR/html4/loose.dtd">

<html>
<head>
<title>Old Website List - ASP/MSSQL</title>
</head>
<body>
<!-- Display Header -->
<h2>Old Website List Index - ASP/MSSQL</h2>
<p>Creating Index Sortdex on websitelist</p>
<%
Dim connectstr, oConn, ndxrslt

connectstr = "Provider=SQLNCLI;Server=YOURSERVER\SQLEXPRESS;Database=YourDB;Uid=YourID; Pwd=YourPWD;"

Set oConn = Server.CreateObject("ADODB.Connection")
oConn.Open connectstr

' --------- create index ---------------
Set ndxrslt = Server.CreateObject("ADODB.Recordset")
ndxrslt.Open "CREATE INDEX Sortdex ON websitelist (Sortname)", oConn

Set oConn = nothing
%>
</body>
</html>

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Dave Baldwin
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Thanks Dave, but I'm very confused.

First, my ASP code connects to the database, and works fine.  No problems here, in fact I prefer not to change the connection strings.  They took forever to figure out!

I may just be too green at MS SQL to understand the W3schools reference.  I guess the first question is to confirm that this should work with a shared hosting plan.  In other words, I do not have Admin privileges.

Secondly, if I can create an index in code where does the code go?  I've run transact SQL queries before, but that's it.

Can I open a query and use the code from W3?
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After changing the login info, my script works fine on my Godaddy hosting with SQLEXPRESS 2005.  I used the same login as I do for doing a SELECT or any other query.
Thanks guys!
Dave, your links taught me so much about MS SQL that I did not know,
and Ray, you sure made things easy.  I copied and pasted your links into the query area, typed Go and my problem was solved!

Appreciate the help!
You're welcome, glad to help.