ALTER TABLE z ADD INDEX... Speed: Follow up to LEFT JOIN question

[D. R. Hansen]

What amount of time is reasonable to expect for indexing an FK int field on 
a simple table with about 30K records.  It's running on my "learning" 
machine -- an aging Pentium 5/133 box running RH 8 which is ordinarily 
quite fast enough for my purposes.  It's been running about six hours now, 
and I'm beginning to suspect something is hung (though I can query other 
tables just fine from another ssh session.

The running query is:
mysql> ALTER TABLE city ADD INDEX idx_city_state_id (state_id);

If the answer is "Well, yes, you dolt, something is OBVIOUSLY crapping 
out," can you give me some suggestions for troubleshooting?

Thx -

Dan