[OS X TeX] Error message with multind

[JBD]

Hello,

I am trying to make two different indexes with multind.sty. I have 
already understood the classical process to make one index. I am 
writing a script like this :

%The name of the file is index_essay.tex
\documentclass{book}
\usepackage[greek,german,french]{babel}
\usepackage{multind}
\makeindex{persons}
\makeindex{events}
\begin{document}
Churchill\index{persons}{Roosevelt}, 
Roosevelt\index{persons}{Roosevelt} and 
Stalin\index{persons}{Roosevelt} were at Yalta\index{events}{Yalta 
Conference}, but not De Gaulle\index{persons}{De Gaulle}.
\end{document}

I am compiling one time in Latex mode and TeXShop creates two files 
persons.idx and events.idx. OK.
A second time in mode MakeIndex, I have this error message in the 
console :

Couldn't find input index file index_essay nor index_essay.idx.
Usage: makeindex [-ilqrcg] [-s sty] [-o ind] [-t log] [-p num] [idx0 
idx1 ...]

Why does it seek this file index_essay.idx and not persons.idx and 
events.idx?

Thank you for your assistance and sorry for my English.

JBD

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