Got the answer from MSDN Forum...

//additional code for Indexer to work
ConstructorInfo ciDefaultMemberAttribute
    = typeof(DefaultMemberAttribute).GetConstructor(new Type[] { typeof(string) });
CustomAttributeBuilder abDefaultMemberAttribute
    = new CustomAttributeBuilder(ciDefaultMemberAttribute, new object[] { sIndexerName });//sIndexerName = "Item"
typeBuilder.SetCustomAttribute(abDefaultMemberAttribute);