InDesign CS3 Index problem

I am trying to combine the indexes of several 30-40 pg. stories in an inDesign CS3 book for print; however, once I minimize the story and try to paste its index into a separate blank document, the cursor is no longer "loaded." It seems that the only way I can create an index is at the end of each individual story, then paste them all into a document and manually alphabetize them. Is there a method by which I can create the index for the entire book at one time?

The help file says you can index the whole book:
Long document features / Creating an index
Generate an index
Once youve added index entries and previewed them in the Index panel,
youre ready to generate an index story to place in your document for
publication.
An index story can appear as a separate document or in an existing
document. When you generate an index story, InDesign compiles index
entries and updates page numbers across your document or book. If you
add or delete index entries or update numbering in your document,
however, youll need to regenerate the index to update it.
If an index marker appears in overset text when you generate the index,
you are asked if you would like to include these markers in the index.
If you click Yes, the entry appears in the index without a page number.
etc

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> and even called
> the tech support line. The answer (after waiting at least an hour on
> the phone) was to back up all of my files (on my time, not theirs)
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