Okay, they're here. .now, back up and figure out how. .Passenger and Immigration Lists Index, 1500's - 1900's

Let's start by telling a little about the Passenger and Immigration Lists Index, 1500's - 1900's from Ancestry.com --

Source Information
Gale Research. Passenger and Immigration Lists Index, 1500s-1900s [database on-line]. Provo, UT, USA: Ancestry.com Operations, Inc, 2010.
Original data: Filby, P. William, ed. Passenger and Immigration Lists Index, 1500s-1900s. Farmington Hills, MI, USA: Gale Research, 2010.

About Passenger and Immigration Lists Index, 1500s-1900s
Every American with immigrant ancestors needs the "Passenger and Immigration List Index: 2009 edition, 1500s-1900s" — especially for those seeking ancestors prior to the 1820s. This important work is the best, if not the only place to go for tracing relatives to early colonial America and beyond. Updated for 2008, this data set contains listings of approximately 4,712,000 individuals who arrived in United States and Canadian ports from the 1500s through the 1900s.
Updated annually, the "Passenger and Immigration Lists Index" was compiled by P. William Filby and published by Gale Research. This resource includes individuals included in the "Index" and all supplements through the year 2008.
While researching passenger lists can often be tedious and difficult, this data set makes finding information on your immigrant ancestors easier than ever. Each entry has been indexed by name and is searchable by keyword. The "Genealogical Journal" hailed the printed version of the "Passenger and Immigration List Index" as "one of the greatest contributions to genealogical literature in the last decade."
Prior to 1820, most ships coming to America did not keep documentation of who was on board. Immigration was more of a trickle than a flood. Many individuals traveled to their destination on uncomfortable, rat-infested cargo ships -- usually only five, ten, maybe thirty passengers suffered through the trip together. Because of this, pinpointing documentation of your ancestors' journey to pre-1820 America can be almost impossible. Simply put, very little information exists today that could help.
That's why the Passenger and Immigration List Index proves such an invaluable resource for family history enthusiasts. Thousands of different records have been used to compile this index, everything from original passenger lists to personal diaries. The result is the only compilation of passenger lists this comprehensive -- and the search goes on. The publishers provide yearly supplements as their research uncovers new immigration data. The supplement for 2008 added approximately 124,000 new names!
For each individual listed, you may find the following information:
Name and age
Year and place of arrival
Naturalization or other record of immigration
Source of record
Names of all accompanying family members together with their age and relationship to the primary individual
For example, you may be able to establish a record similar to this one: Aab Wilhelm was 38 when he arrived in Baltimore in 1850 accompanied by his wife Elisabeth Stoll, son Heinrich, and daughter Elisabeth. The original source of the information is also provided. By locating the original source document, you may be able to determine additional details such as the name of the ship on which your ancestors sailed and the location of their naturalization.
This data set was published in collaboration with Gale Research, Inc. Beginning with the now-classic "Encyclopedia of Associations," first published in 1954, Gale products have become essentials on the reference shelves of every major library worldwide.