If you look at the contents of
bibleref.tex, which comes as part of the bibleref bundle on CTAN, you'll see the following lines (modified slightly here):
%% This is file `sample-xidx.tex', generated with the docstrip utility.
%% The original source files were: bibleref.dtx (with options: `sample-xidx.tex,package')
%% This work consists of the files bibleref.dtx and bibleref.ins and the derived files bibleref-xidx.sty, bibleref.sty, sample-categories.tex, sample-multind.tex, sample-xidx.tex, sample.tex, sample.ist, bibleref.perl.
So, in theory, the .sty file you're looking for should be included by default. But it isn't. In order to create it, run:
When I did that, one of the files it created was
bibleref-xidx.sty, which you should put in your TeX tree along wherever
bibleref.sty is found. And refresh the database with
texhash or however that's done on Windows and Macs.
Finally, you should probably contact the maintainer of the package, alerting her of your problem. (See the bibleref.pdf for contact information.)