All versions:

• you need to have an index on the shard key if the collection has data.
• the collection doesn't have data, then shardcollection creates the index.

For 2.2:

• SERVER-1506, if you have an a,b index then your shard key can be a.
• if you have an index on a, you can create an index on a,b and then drop index on a.
• at any given time you must have one index that contains the shard key as a prefix.
  (Can't be a multi-key index.)