I created an .htaccess file with only the following line:
Options -Indexes
However, the index is still shown for the directory.<
I had the same problem. I was using a virtual host so I modified httpd-vhosts.conf so if you are using one this could help
Where you configure your host reference the directory tag to be the same as your document root
ServerName somelocalserver
DocumentRoot "C:/Websites/htdocs/yoursite"
Options FollowSymLinks
AllowOverride All
I needed AllowOverride All to recognize the .htaccess file.
Edit
I also needed to add the path to the site root in the directory tag itself. i.e. . This was the default in the samples I used.