Keep in mind that the EXPLAIN results for a test data set that is not reflective of your actual data set may vary quite a bit. You'll also want to do some performance tests on the queries before and after indexing, as even though the EXPLAIN plan may look better it does not guarantee it will actually perform better. =)
That aside, you could add a covering index:
alter table test add index idx_name_code (Name, Code);
mysql> explain SELECT * FROM test WHERE Name <> "blbla" ORDER BY Name;
+----+-------------+-------+-------+-----------------------+---------------+---------+------+------+--------------------------+
| id | select_type | table | type | possible_keys | key | key_len | ref | rows | Extra |
+----+-------------+-------+-------+-----------------------+---------------+---------+------+------+--------------------------+
| 1 | SIMPLE | test | index | Index 2,idx_name_code | idx_name_code | 67 | NULL | 10 | Using where; Using index |
+----+-------------+-------+-------+-----------------------+---------------+---------+------+------+--------------------------+
1 row in set (0.00 sec)
--
Scott Nemes
MySQL DBA
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