I am at present doing U.S. City Directories, normally about 250 names.

You'll index each unique individual. To add entries, do the following:

Click this button on the toolbar.

This dialog box will appear

The most you can add at a time is 99. Click Add. The default setting is "After the last entry." You'll have to repeat these two steps until you hit 600. If your batch goes to 601+, just repeat these same steps.