Getting exceptions while trying to set index

I'm trying to create an index using the following code:
NamedCache cache = this.getPrimaryDAO().getCache();
cache.addIndex(new ReflectionExtractor("getStateCode"), true, null);
I get the following Unsupported operation exception:
java.lang.UnsupportedOperationException
at com.tangosol.coherence.component.util.CacheHandler.addIndex(CacheHandler.CDB:1)
at com.tangosol.coherence.component.util.SafeNamedCache.addIndex(SafeNamedCache.CDB:1)
at com.geico.oasis.coverage.VehicleCoverageDAOCacheImpl.populateCache(VehicleCoverageDAOCacheImpl.java:66)
at sun.reflect.NativeMethodAccessorImpl.invoke0(Native Method)
at sun.reflect.NativeMethodAccessorImpl.invoke(NativeMethodAccessorImpl.java:39)
at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:25)
at java.lang.reflect.Method.invoke(Method.java:324)
at org.springframework.aop.support.AopUtils.invokeJoinpointUsingReflection(AopUtils.java:296)
at org.springframework.aop.framework.JdkDynamicAopProxy.invoke(JdkDynamicAopProxy.java:163)
at $Proxy2.populateCache(Unknown Source)
at com.geico.oasis.cache.SimpleCacheExplorer.main(SimpleCacheExplorer.java:152)
I'm not sure why this exception occurs and can't find the classes
com.tangosol.coherence.component.util.CacheHandler and
com.tangosol.coherence.component.util.SafeNamedCache
in the javadoc.
I am absolutely positive that the "getStateCode" method exists in the cache objects.

Gary,
Thanks for your help regarding the distributed scheme. I have another question regarding indexes.
I was able to add indexes to a cache. This cache holds objects which contain all the rows in one of our database tables.
I run a sql query using hibernate on the database table, and then run the same query using filters on the cache. I am not noticing a significant performance gain. Is there something I'm doing wrong?
Here's what I'm trying to do:QueryMap cache = (QueryMap)this.getPrimaryDAO().getCache();
Filter filterStateEq = new EqualsFilter("getStateCode", state);
Filter filterCompanyEq = new EqualsFilter("getCompanyCode", company);
Filter filterCoverageEq = new EqualsFilter("getCovCode", coverage);
Filter filterEffDateLE  = new DateLessEqualsFilter("getEffectiveDate", effectiveDate);
Filter filterExpDateGE  = new DateGreaterEqualsFilter("getExpirationDate", effectiveDate);
Filter filterAnd = new AllFilter(new Filter[]
    {filterStateEq, filterCompanyEq, filterLobEq, filterEffDateLE, filterExpDateGE});
Set filteredSet = cache.keySet(filter);Basically I'm trying to simulate a sql query:
select * from <table> where state = <state@gt;
and company = <company>
and covcode = <covcode>
and ......

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