Luca marletta is correct. I used shptree also.
First i used tile4ms to create the index shp and next i used shptree to try to increase performance. I't worked very well. I have a map with 68 shp files in a tile index, about 240MB. Is very fast to load and to pan i am using mapserver 46 and pmapper 1.1.0 -- Carlos Tim?teo Portugal
