Hi Samir,
Are you sure the Index Server is running? And if it is, are you referencing the correct Index Server? Maybe you tried to set up a connection to your local Index Server, while you're trying to get to a remote server?
Maybe this will help:
http://support.microsoft.com/?kbid=310680
Cheers,
Imar
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Imar Spaanjaars
Everyone is unique, except for me.