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Thanks, Martijn, that helped.
The tix-dll is in the directory c:\Python23\DLLs, and the
pkgindex.tcl is in the c:\Python23\tcl\tix8.1 directory, so
I added

lappend dirs [file join [file dirname [info nameofexe]] DLLs]

and it works.

I still wonder if it would be better to locate the dll
relative to the directory of pkgindex.tcl, but I cannot
achive this.  Better than nothing.
I'll check it in and close the bug.

(Sidenote: it seems MvL's instructions actually *were*
correct, I just missed the 'DLLs]' part which were on the
next line ;-)