Hi:
Our SQL server 2000 has a Customer table with serveral millions of data rows(which I don't think it is a lot as compare to large scale DB). We make frequent query on getting Customers in a given state such as:
Select * from Customer where State = 'CA'

The time it usually takes about 4-5 min (from SQL Query Analyzer) to complete such a query and I wonder if there is any way to increase the performance, say under 1 min?

The Customer table has Primary key on CustomerID but no indexes or so on the State field. Will create index on "State" field make a big help or organize the big DB file into different filegroups or any other way?

Many thanks for any advice and tips