Index cross references are designed to enable you to have
index keywords that when clicked redirect the user to another
keyword. For example I use them for acronyms to redirect users to
the longer version. Are you cross references topics inside the
project? If so, can't you use the index cross references by
indexing in the same manner? If the cross reference you want is
outside the project, using the index is not the way I'd suggest.
Why not use a link in a topic to a URL, file, etc. You may be able
to do what you want through a redirect topic but I haven't looked
into this. Come back with some more details if I am off the
mark.