I certainly tried to run them, but everytime I do, my file does not want to produce an output anymore. Or, what also happens, is that the only output I get is the text of 'make index .....'

So, I must do something wrong with those index. I have tried with an \ in front of the command, without the \ in front. I have tried a substitution for 'filename'.  

Don't you use any other packages or settings maybe? that could affect the file from not working?