Automatic calculation of the spatial index is a functionality that became available beginning with version 9.2 geodatabases. If the spatial index grid is not being calculated automatically when a new dataset is created, the dataset was likely created in an earlier release of an ArcSDE geodatabase.
In general, maintain client and server applications at the same version. If this is not possible, a newer client application can connect to and use older versions of ArcSDE geodatabases.
Be aware, though, that functionality is limited to what was present in the older ArcSDE geodatabase release.
For example, if a feature class is created in an ArcSDE 9.1 geodatabase from ArcCatalog 9.2, ArcCatalog does not create a spatial index on the new feature class. The spatial index grid sizes are set to 0 because automatic spatial index calculation is not supported in the ArcSDE 9.1 geodatabase. It is required to manually enter the spatial index grid values and recalculate the spatial index.
To alter the grid sizes specified, see the link in the Related Information section below for the ArcGIS Desktop Help with tips on calculating a spatial index grid size.
Always check the compatibility matrix on the ESRI support site to see if your client/server combination is supported. See the link in the Related Information section.