Making a dictionary is pretty complicated. You'll need Mobipocket's creator software:
http://www.mobipocket.com/en/Downloa...ilsCreator.asp
Here are a few links that helped me created the two dictionaries that I've setup.
http://www.mobipocket.com/forum/viewtopic.php?p=27520
http://www.mobipocket.com/dev/articl...e=indexing.htm