Other possibilities are that you have copied the indexed file from one disk to another but have copied either only the data part of the file or only the index, or that there was a system crash during your program's previous run, while the file was open.
Resolution:
Check that the setting of the IDXNAMETYPE FIle Handler configuration option is consistent with the naming of the index files used on your system.
If the error was the result of a faulty copy you should be able to restore the missing part of the file from the .dat or .idx file.
If the error is the result of a crash then whether you can access the necessary data or not is entirely system dependent.