Multiple-0field Index Problem

I have a Table that lists the Members of a local football League. The Table contains Surname, FirstName, Address, DOB, Club and Age.

The table contains approx. 2,000 entries currently.

In order to stop Players re-registering with another Club, I wanted to have a message come up when the same Name & DOB were entered into the table.

I used a multiple-field index on the table covering, Surname, FirstName & DOB.
To see if this worked I typed in a Player already on the db but the system let me continue after all details were entered.

I have followed the Help in MS Access. I tried a quick sample with just 3 names in it and this worked perfectly, but now all of a sudden I have hit a snag.

I opened the table in design mode, pressed the Indexes button and proceeded to select the 3 fields required with the name of the Index in the Index Name only on the first line. Am I supposed to insert a new line in the Table or highlight something prior to doing this?

Could somebody please advise as to what I may be doing wrong?

Your help is greatly appreciated. Thank-you.