indexes question

[Daniel Rossi]

hi just reading up on optimising indexes, does it matter what order u set your indexes ? 

The first index part should be the most used column. If you are always using many columns,
you should use the column with more duplicates first to get better compression of the
index. 

i dont really understand what they meant by this ,  i use most the columns when searching
but only a few of the columns which are fulltext get searched the most , do i add these
indexes first then ?