As part of a SharePoint farm configuration, you will need to setup a share on your Query servers in order for the Index Server to propagate (i.e. copy) the search indexes to the Query Servers. In Central Administration (Services on Server > Office SharePoint Server Search Service), there are two options for this:
In my experience, the automatic configuration option is sometimes unreliable. This is especially true with farms that are using the 'least privilege service account principle' or on Windows Server 2008 which is much more locked down by default than Windows Server 2003.
Therefore I'd recommend choosing the STSADM option. If you do choose this, you'll need to follow these steps to finalise your Query server configuration.
c:\program files\common files\microsoft shared\web server extensions\12\bin\STSADM.exe –o osearch –propagationlocation "c:\SearchIndexes"
Your indexes should now fully propagate to the query servers....Job done! J