Another issue you may be encountering is a data type mis-match. For example, if your column is a string data type (CHAR, for ex), and your query is not quoting a number, then MySQL won't use the index.
SELECT * FROM tbl WHERE col = 12345; # No index
SELECT * FROM tbl WHERE col = '12345'; # Index
Source: Just fought this same issue today, and learned the hard way on MySQL 5.1. :)
Edit: Additional information to verify this:
mysql> desc das_table G
*************************** 1. row ***************************
Field: das_column
Type: varchar(32)
Null: NO
Key: PRI
Default:
Extra:
*************************** 2. row ***************************
[SNIP!]
mysql> explain select * from das_table where das_column = 189017 G
*************************** 1. row ***************************
id: 1
select_type: SIMPLE
table: das_column
type: ALL
possible_keys: PRIMARY
key: NULL
key_len: NULL
ref: NULL
rows: 874282
Extra: Using where
1 row in set (0.00 sec)
mysql> explain select * from das_table where das_column = '189017' G
*************************** 1. row ***************************
id: 1
select_type: SIMPLE
table: das_column
type: const
possible_keys: PRIMARY
key: PRIMARY
key_len: 34
ref: const
rows: 1
Extra:
1 row in set (0.00 sec)
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