SQL Server 2000 + INDEX ON + SET ORDER TO

I am transforming systems into CLIPPER that use simple commands
as INDEX ON and SET ORDER TO, whose tables were already converted
for SQL Server 2000.
But it happens a mistake when I try to execute SET ORDER and the COMMANDS
INDEX ON doesn't create indexes in the database.

It will be that somebody has another idea, because the system is very big 
for
to do some other conversion type.

Jos Carlos
Microserv Tup