Sequential Line to Index

 I have a line sequential file that I am wanting to convert to an indexed file.  This is just for my own edification.  I am using the classic data tools to do the conversion.  My index is the social security number which begins at position 32 and is 9 characters long.  The sequential file has variable length records with a max length of 66 characters.  When I do the conversion, it ask for minimum of 41 and max of 66 which I use.  The conversion goes through without any problem.  When I open the file using the data tools I can see the ssn highlighted as the primary key.  However, when I read the file into my cobol program, I am constantly getting a 4/7 open error.  Any suggestions on why this is happening or what I need to do differently when doing the conversion?