What does "index" mean on RDBMSs?
Think of an index as "table of contents"... that is an ordered list of pointers to positions in a file, aka offsets. Say that you have millions of records stored in a table, rather than search the table for matching criteria, it's much faster to reference an ordered list for matches, then stack the pointers to the specific matching rows. A perfect example of an index is a tables primary key field, most typically its "id" field. If you want row id # 11234566, it's much faster ask the index for a pointer to the data than it is to scan the data source for position 11234566. 

Here's a not so obvious use of indexing:

CREATE TABLE activity_log (
id INT UNSIGNED NOT NULL AUTO_INCREMENT,
activity_type_id SMALLINT UNSIGNED NOT NULL,
datetime_created DATETIME
KEY(activity_type_id),
PRIMARY KEY(id)
);
CREATE TABLE activity_log_to_date_key (
activity_log_id INT UNSIGNED NOT NULL,
date_created_key  INT UNSIGNED NOT NULL REFERENCES dim_datetime(id),
UNIQUE KEY(activity_log_id),
KEY(date_created_key)
);
CREATE TABLE dim_datetime (
id INT UNSIGNED NOT NULL AUTO_INCREMENT,
date_hour DATETIME NOT NULL,
PRIMARY KEY(id),
KEY(date_hour)
);


Your operation can create your log record, but then create a reference to an indexed datetime that is faster to search/sort than your log table. Then join back your log table on its own primary key. If you need me to expand on this, let me know. I hope this makes sense.

Sample query:

SELECT a.activity_log_id, al.activity_type_id, al.datetime_created
FROM activity_log_to_date_key a 
INNER JOIN dim_datetime d ON (d.id = a.date_created_key)
LEFT JOIN activity_log al ON (al.id = a.activity_log_id)
WHERE d.date_hour BETWEEN '2009-01-01 00:00:00' AND '2009-06-01 12:00:00';