I also found a helpful article on the subject of indexing by John McGhie. But I have a question. On the topic of conflating page numbers, he says this:
"If you place the same index tag on each page of the topic, Word will automatically conflate the page numbers.
If you bookmark the whole section, then place the name of the bookmark in the XE tag, Word will generate a conflated page reference for you."

I have successfully bookmarked entries, producing conflated pagination (e.g. Nova Scotia, 3–15). But I cannot get his first suggestion to work. When I tag an entry in the exact same way on successive pages Word does NOT automatically conflate the pages. Instead, I get this: Halifax, 7, 8, 9, 10 (and not Halifax, 7–10).

What am I doing wrong?
Claire