Index.HeadingSeparator (Word)

Returns or sets the text between alphabetical groups (entries that start with the same letter) in the index. Corresponds to the \h switch for an INDEX field. Possible return values are wdHeadingSeparatorBlankLine - A blank line, wdHeadingSeparatorLetter - A designated letter, wdHeadingSeparatorLetterFull - A designated uppercase letter, wdHeadingSeparatorLetterLow - A designated lowercase letter, wdHeadingSeparatorNone - No separator.

If ActiveDocument.Indexes.Count >= 1 Then 
 With ActiveDocument.Indexes(1) 
 .HeadingSeparator = wdHeadingSeparatorLetter 
 .NumberOfColumns = 1 
 End With 
End If