(Simple?) Index question

[David Ireland]

Firstly, thanks to Robin Fairbairns for the answer to my previous BiBtEx
question - problem solved.

I have a question now about index generation:

My document frogs.tex is structured

\documentclass{book}
\usepackage{makeidx}
\makeindex
\begin{document}
The text of the document about frogs\index{frogs} and other wee jumpy
beasties\index{beasties}.
\printindex
\end{document}

Running frogs.tex I get a frogs.idx file (which has picked up my specifed
\index entries).  Goossens' book tells me to then

"...run the Makeindex program by typing the following command

makeindex main.idx  %%(obviously I would use frogs.idx)

This produces the file main.ind...you can now rerun LaTeX on the document
and the index will appear."

Other books say similar things.  Now I know I'm probably being really dumb
here, but where exactly do I type this command to get my frogs.ind file?

Thanks very much for any help

David