Use the following code.
Note: This question and answer were contributed by Nicky van Foreest at the University of Twente. I have not used this code myself, and present it here without further comments or warranty.
In the preamble:
% Glossary stuff
\makeglossary
\usepackage{supertabular}
\newcommand{\glossaryname}{Symbols Index}
\newenvironment{theglossary}
{\chapter*{Symbols Index}
\begin{supertabular}{ll}}
{\end{supertabular}
}
\newcommand{\printglossary}{\InputIfFileExists{boekje.gly}{}{\chapter*{Symbols
Index}}}
...
\begin{document}
...
\include ...
... $\{W(t)\}\equiv \{W(t),t\geq 0\}\glossary{Wt@$W(t)$ & State or window
size of the source at time $t$}$ ...
...
\clearemptydoublepage
\addcontentsline{toc}{chapter}{Symbols Index}
\chaptermark{Symbols Index}
\printglossary