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table configuration tweak for performance gain.

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Hi all,
I was hoping someone might be able to set me straight
so that I can get some select performance improvements.

The table in question has several thousand rows currently,
planning several million, it has a date time stamp column.
All selects will be on ranges of the date time column.

I created an index on the dt column, ran ANALYSE then,
EXPLAIN for some queries.
The returned plan was always sequential search.
The SELECT time also indicates sequential search.

Is there anything I can do to improve SELECT performance
on what is essentially an ordered table?

Thanks in advance.
Allan

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