The index to the pension applications is a 3 volume set of books called Mississippi Confederate Pension Applications by Betty Couch Wiltshire.

You can find these books at a couple of libraries in your area:

Bob Herzfeld Memorial Library
1800 Smithers Dr.
Benton, Arkansas 72015

Butler Center/Arkansas Studies Institute
401 President Clinton Avenue
Little Rock, Arkansas 72201

The Research Room is on the 2nd floor of the Geyer & Adams building.