Quote from Microsoft:

The SQL Server Database Engine automatically maintains indexes whenever insert, update, or delete operations are made to the underlying data. Over time (including importing, etc) these modifications can cause the information in the index to become scattered in the database (fragmented). Fragmentation exists when indexes have pages in which the logical ordering, based on the key value, does not match the physical ordering inside the data file. Heavily fragmented indexes can degrade query performance and cause your application to respond slowly. Remedy this by reorganizing the index.

The licensed SQL Server does provide utilities to perform this via its manager.  Easiest is to use the Maintenance Wizard, select to reorganize and reindex and schedule it to re-occur on a regular basis.

If using SQL Express, refer to this very useful topic by Jasper Smith at http://www.sqldbatips.com/showarticle.asp?ID=27 and  http://www.sqldbatips.com/showarticle.asp?ID=29

Basic steps are - refer to the links above for details:

• Download the Expressmaint utility from http://www.sqldbatips.com/showarticle.asp?ID=27 
• Extract to root of the C:\ of the SQL Express server
• Download the expressmaint code from http://www.sqldbatips.com/showarticle.asp?ID=29 
• Rename expressmaint.sql 
• Create a folder called C:\Reports
• From a DOS command at the C:\, type in the following :

sqlcmd -S .\SQLExpress -i c:\expressmaint.sql

• when it returns to the DOS command type in at C:\  DOS prompt:

expressmaint -S SQLExpress -D AyaNova -T REINDEX -R c:\reports -RU DAYS -RV 1

• This attaches to the server SQLExpress, on the database AyaNova, runs the REINDEX code, and puts output into the report file located in C:\Reports.

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