The Message Index feature took a mid-course change. The link to the Message Index was originally attached to the thread title, but was moved to the thread and message icons a few days later.
If you click on the icon for a thread (in the left hand column of topic lists), or on the message icon of any message of the thread (top of message just to the left of the message number), then you'll be taken to the Message Index for that thread.
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--EvC Forum Administrator