I think I saw someone post on here that a good practice when adding a custom index to a pristine table is to add, and then delete, a bunch of indexes first then add the custom index. I think that is effectively the only way to specify the index number. This will help prevent possible problems when taking an ESU or doing an upgrade where Oracle may add indexes to the table. Hopefully the indexes Oracle adds will have a number below your custom index.
Don't worry about the Index Number.
1. Define your new index in JDE but DON'T Generate the Index.
2. At the Database level create a new index (named whatever) matching the logical index you defined in JDE.
That's all you need to do for SQL Server or Oracle DBs.
Come to think of it unless you're needing to reference the index in JDE code (ER or C) you don't even need to do Step 1.