Index problems on v7.1

Dear All, I seem to have a slight problem in forcing a SELECT down a specific index when doing a "between" on a column ( where col_name > x and col_name < y ). I am selecting all items listed in the index and also doing an ORDER BY exactly as the index is, as this normally seems to do the trick. It seems now as if the engine is doing a sequential scan in to a temporary table in the order required rather than using the index, as this query is very much slower than a direct where col_name = x. (700K rows in the table). Any suggestions ? Regards -pern