Step 1.  Edit the LaTeX file called  test.tex .
               A sample (minimal) TeX file test.tex might look like this:

                       \documentstyle[12pt]{article}

                        \begin{document}
                               bla bla .... your text
                        \end{document}

Step 2.  Create a Unix/Linux script called lat, with the following 6 lines:

                        latex test
                        makeindex test
                        bibtex test
                        latex test
                        latex test
                        dvips test.dvi -o test.ps

Step 3. Be sure to make lat an executable file:

                        > chmod u+x lat

Step 4.  Create the BibTeX file  biblio.bib
               A sample (minimal)  BibTeX file biblio.bib might look like this:

                        @book{Win41,
                                 author  = "Wintner, A.",
                                 title   = "The Analytical Foundations of Celestial Mechanics",
                                 publisher       = "Princeton University Press, Princeton NJ",
                                 year    = 1941
                         }

Step 5. put the following two lines in the file test.tex, as indicated below:

                            \begin{document}
                                        \bibliographystyle{alpha}
                                                   .........
                                                       bla bla .... your text
                                                    .........
                                         \bibliography{biblio}
                            \end{document}

      Note:    if you have another BibTeX file called biblio1.bib,
                    then you can include both files by using the line:

                                                     \bibliography{biblio,biblio1}
 

Step 6.  To reference the bib item Win41 in the text,
              use the notation    \cite{Win41}  inside the file test.tex:

                      ...   for a more detailed description see \cite{Win41}  ...
 

Step 7.  To produce an index, you just have to put a label to every word
               in the file test.tex , that you want it to appear in the index:

                    ...  the following matrix  is called Sylvester\index{Sylvester} matrix ...

                This line will produce an index entry named Sylvester,
                and the corresponding page number next to it.

Step 8.  compile the file test.tex with the script lat:

                      >  lat test

Step 9.  Visualize the postscript file test.ps, make corrections, start all over again.

Step 10. Get a hold of a LaTeX book !