Renoir,
First make sure you are recreating the indexes by destroying the ones that exist and using the INDEX ON ... command. Using REINDEX will faithfully recreate a corrupt index if the CD header is damaged. If that still doesn't fix things then you may have DBF file corruption somewhere that is choking the index creation. You can try one of the dbf file repair utilities, I think there are a number of them listed smoewhere here in the UT.
If there is still a problem then I would begin to suspect:
1) the disk drive
2) the network drivers
3) the NIC card
4) the video driver
5) the printer driver
6) some recent software installation that overwrote a dll somewhere