Index Usage Question

Hi,
I created a simple table (name char200, zip char10, city char200, street char200, id int) and filled some data, appr. 250 000 records, in it.
I tested accessing some rows (select id from address where id = 44444;, select * from address where id between 33333, 333444) with an unique index on id and without an index. EXPLAIN tells me in both cases that it does NOT use the index.
I tested this with using the name column (select name from address where name like 'Wal%';, select name from address where name = 'Walz') and if I created an index on name it uses it. 
Using id in the where clause of the select is as slow as using an unindexed name in the where-clause.
I ran ANALYZE, no changes.
What's this ?
This is not a feature, is it ?

Thanks for any hints or explanations
Ciao
Alexander