This is the first time I try to use MySQL for very large tables.

Experienced users warned me against possible problems with *index* definition for large tables:
they claim MySQL indices are stored completely in memory, which is problematic to me : I have a huge table and limited memory size (RAM). I did the math, and the entire index just won't fit into the RAM.
Unfortunatelly it will be a while before management approves hardware improvements.

Could anyone please advise whether MySQL really needs to store the entire index in memory ?
Or is there some way to configure this ?

Thanks very much !