You can specify CSS class names for index entries, for the links from the index into the HTML content, and for an entry for the index in the table of contents. The default names are IndexEntry, IndexRef, and IndexTOC, respectively:
[Index] ; IndexLevelClass = class to use for index item <ul>s IndexLevelClass = IndexEntry ; IndexRefClass = class to use for index reference <ul>s IndexRefClass = IndexRef ; IndexTOCClass = class to use for index reference <ul>s IndexTOCClass = IndexTOC
If you want a different appearance for index entries at each level:
[Index] ; UseIndexLevelNum = No (default) or Yes (include level number ; in IndexLevelClass and IndexRefClass, requires editing CSS). UseIndexLevelNum = Yes
You must also edit the appropriate idx*.css file in \local\htmlidx to include a definition for each level.