>Hi,
>
>Is it possible and if yes, how, to create a filtered index on Not Empty value? For example, I tried the following:
>
>

>CREATE UNIQUE NONCLUSTERED INDEX [UniqueExceptEmpty]
>ON [MYTABLE] (EMAIL_ADDR)
>WHERE LEN(EMAIL_ADDR) > 0 
>

>
>But I get error "Incorrect where clause." What is wrong with my syntax?

You cannot use a function on a where: http://msdn.microsoft.com/en-ca/library/ms188783.aspx

WHERE filter_predicate
Creates a filtered index by specifying which rows to include in the index. The filtered index must be a nonclustered index on a table. Creates filtered statistics for the data rows in the filtered index.
The filter predicate uses simple comparison logic and cannot reference a computed column, a UDT column, a spatial data type column, or a hierarchyID data type column. Comparisons using NULL literals are not allowed with the comparison operators. Use the IS NULL and IS NOT NULL operators instead.