GDAL virtual raster file

[Nuno Gil]

Dear Listers,
I have some Landsat5 images in arcinfo grid format - they are
separated by bands.
I was trying to compose the bands together without creating more files.
Is it possible to create a vrt GDAL virtual raster file from three
different grid files (one for each visible band)?
Is it possible afterwards to get MapServer to read it? What do I need
to include in my map file?
Since I have a bunch of grids (5º x 5º) can I use something like
gdaltindex to create a shapefile index for the virtual files?
Kind regards,
Nuno