I have not tried the 'Index Printing' yet, mainly because i find the following method so simple. If you just want to print your pictures without any editing here's what you may like to try...
Load the pictures from you Camera/Card, to a New folder on your PC.
When this is completed, open the folder and Right click the first picture on the list. Then select PREVIEW. This will open Windows Picture and Fax Viewer.
Now click on the 'printer' icon at the bottom of the Window.
A Wizard opens, click NEXT.
Now you should see all the pictures you previously loaded into the folder.
Put a tick in the appropriate pictures.... Click NEXT a couple of times.
Now you have several options from which to choose, to fill your A4 sheet.
Not a solution to your Question but a alternative perhaps?
My ink is a bit low at the moment so i will have a play and get back to you regarding 'Index Printing'