Direct access to an index and its keys

I have a requirement to provide a list of all the distinct keys in an
index and the number of occurences of each key. At the moment I open a
table, set the appropriate index and in a 'while not table.eof' loop I
compile a list of keys and their number.

I'm assuming that while this is going on, all the records in their
entirety are coming across the network from the server so, on a slow
network there's a massive overhead just to get at the index keys.

Is there a more effivicient any way of getting at an index and its keys?

Dave