I had a look at your file and it appears that my English version of Word is not working correctly with your persian (or arabic) text.
The way the Mark All works on my own documents is that all instances are marked regardless of the formatting. The Mark All doesn't mark other instances in two scenarios:
1. Only the first instance is marked per paragraph. If the term appears in a paragraph two or more times, only the first instance is marked for the index
2. Capitalisation matters. The index and Mark All treats purpose, Purpose and PURPOSE as different words. If you want to find all the possible variants of a Word, you need to mark each one separately. Note that you can merge these variants into a single Index Entry by making the Index entry tagging consistent. For example the following would have a single entry in the index.
purpose{ XE purpose }
Purpose{ XE purpose }
PURPOSE{ XE purpose }
Now, on your file, the Mark All doesn't appear to be working. IMO, this is because of the right-to-left language used in the paragraphs but I really don't know. I would suggest you either mark up each instance separately or automate all index marking by using a concordance file. This will enable you to at least make the capitalisation variants easier to sort out. If you haven't discovered this yet, do a google search for 'Word Index Concordance" or start by looking at these links
http://www.howtogeek.com/howto/35495...icrosoft-word/
http://word.mvps.org/faqs/formatting/Createindex.htm