What you are asking for - and index sorted by page # rather than by word or phrase - violates the norms of indexing, especially given that a single index entry can have multiple page entries. For what you want, you could start off with a Table of Contents, but you'd then need to unlink that and re-order the entries the way you want. I'm not sure what that would achieve, as none of the index entries would then be linked to the pages concerned and re-creating the links would have to be done via hyperlinks. Yes, all of this could be automated via a macro, but writing one to do it isn't a trivial exercise.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]