If two (or more) user-defined indexes are created (and entries marked for all of
them), after inserting the first one (Insert > Indexes and Tables > Indexes and
Tables... > Type /selecting required index/ > OK), the same procedure doesn't
work for the second one or for any subsequent indexes.
After some time spent trying to figure out why this is happening, I realized
that  the "Index mark" check box on the Index/Table tab of Insert Index/Table
window is checked only when inserting the first user-defined index, and cleared
on later attempts of inserting.
I am sure that the majority of users would expect the check mark to be checked
for every new index they insert.