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Archives of the Indies (Archivo General de las Indias)
Esther:
In response to your question for Joseph, the index of the AGI or Archives of the Indies is digitized along with those of the major Spanish archives in a website run by the Ministry of Culture in Spain.
The website is called Archivos Españoles en Red (AER) and the link is available in the LINKS section of the Nuestros Ranchos site.
http://aer.mcu.es/sgae/
As far as using it, you have to sign up for an account and searching is a bit of a crapshoot I have found because many of the search criteria do not work.
As far as searching passenger records, the best bet is to do a general search, use two fields and put the name in one and the work "pasajero" in the other. If the last name is uncommon, just the last name is best but if it is a common name, you will have to try different permutations of the whole name in quotes, i.e. "Jose Godoy", "Jose de Godoy", "Joseph de Godoi", etc.
There are some guides to using AER:
http://www.genealogica.net/aer.html
http://www.cubagenweb.org/ships/e-index.htm