SQL Batchmove control DB2 400

I'm able to use Delphi's Batch Move control (TBatchMove) successfully when
my server is NT Server with SQL Server 7.

However, when my server is an AS/400, I receive the error: "Destination must
be indexed.  Table."

When you create a table with SQL Server's Enterprise Manager, it
automatically builds an index based on the primary key specified.

When you create a table with the AS/400 Operations Navigator (or with CRTPF
command), it DOES NOT automatically build an index.  So I used Ops Nav to
manually create an index equivalent to the primary key.  That still did not
solve the problem.

Any ideas?  Thanks.