Magento depends on the indexers to keep your site up to date and to do its magic quickly.  For Magento 1.X there are two ways to index:

1. Command-line
2. Via the Magento admin

Reindex via the Magento Admin

To reindex follow these steps:

1. Log into your Magento store admin
2. Go to the System tab and select Index Management
3. On the resulting screen select the indices you want to reindex
4.  From the Actions dropdown select Reindex Data
5. Click the Submit button

Now your indexers are running and depending on the size of your store this may take a while to complete. Very very large catalogs may take several hours.

Index via command-line

1. Log into your server via SSH as the user your site is under
2. Navigate to your Magento web root
3. Run the following command from the web root (the same directory as index.php)

   php shell/indexer.php --reindexall

4. The shell will output an update as each index completes. Note that you can also run single indexes this way or get other information. Run the –info option to get more information.