Index.TabLeader (Word)

Returns or sets the leader character between entries in an index and their associated page numbers. Possible return values are wdTabLeaderDashes - Dashes, wdTabLeaderDots - Dots, wdTabLeaderHeavy - A heavy line, wdTabLeaderLines - Double lines, wdTabLeaderMiddleDot - A middle dot, wdTabLeaderSpaces - Spaces. Default.

Set myRange = ActiveDocument.Range( _ 
 Start:=ActiveDocument.Content.End -1, _ 
 End:=ActiveDocument.Content.End -1) 
ActiveDocument.Indexes.Add(Range:=myRange, Type:=wdIndexIndent, _ 
 RightAlignPageNumbers:=True).TabLeader = wdTabLeaderDashes