Determining the nature of common pH indicators (methyl orange) using Le Chatlier's principle
Methyl Orange is the common name for Sodium 4-[(4-dimethylamino)phenyldiazenyl]benzenesulfonate. So the compound is a salt or a conjugate base. It is the sodium salt for the indicator since that form is more soluble than the acid form. 

 

The pKa is 3.47 in aqueous solution, so at pH values of 3.1 or lower the molecule is protonated.



At pH values greater than 4.4 all the molecules in solution are deprotonated as the sulfonate anion. 



Linked two images from ChemWiki.



The confusion is caused by rather poor wording in a question.


I'd prefer the wording to be:


  
    
      ... In aqueous solution methyl orange indicator behaves like a weak acid. Letting HX represent the protonated form of the indicator, it dissociates as follows:
    
  


It is splitting hairs, but methyl orange is the name of the sodium salt, not the protonated form of the indicator.