EXPERT RESPONSE
Yes, you can add non-clustered indexes to those additional columns if you are querying (WHERE, ORDER BY, GROUP BY, etc.) or JOINing based on those columns. Just keep in mind that you can only have one clustered index and up to 255 non-clustered indexes.
In SQL Server 2005, you also have the ability to add columns to your indexes to have indexes on columns that were traditionally not indexable, such as columns with the text data type. In addition, at some point adding too many indexes into a database with a large number of insert, update or delete transactions will degrade your performance, so choose wisely.
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