One Index, Multiple Returns (one to many lookup)

Dear Experts,

I'm stuck on so called one to many lookups.

Sheet 1 (Index): I have all the index numbers on column A
Sheet 2 (data): I have all the data on sheet 2.
Sheet 3 (results): I'd like to have the results returned in sheet 3.

However, if i do a vlookup using the index number in sheet 1, it only returns the 1st row it referencing. But I need the program to return all rows that has the index number.

I thought of recording a Macro and use the drop down list to search for the index number and copy/paste into sheet 3...but since I'm sucn an amature, I couldn't get it to work.

Please help

Thank you