Quoting underscore in index entries

[Rainer Dorsch]

Hi,

I am not sure, if this is a known problem, but underscores in index entires 
have to be quoted, e.g. CVS_ROOT. Otherwise an error is thrown at the 
beginning of the document.

This was quite confusing to a student using lyx for the first time and being 
obviously not a latex expert.

Thanks.

Rainer.