How, pray tell, did researchers go about figuring out what an appendix does, what with surgeons throwing them away all willy-nilly? It's evolution, baby. The team from Midwestern found that different mammal species actually develop appendices independently; in other words, the appendix didn't come from a common ancestor, and once it appears in a species, it sticks around.
So the idea that your appendix is obsolete doesn't make much sense if all these species are developing one independently; the fact that it never disappears once it shows up in a species suggests that, yeah, it's doing something important in there.
While the scientists didn't definitively determine the organ's function, they found that it's associated with a higher level of immune tissue in the part of the large intestine to which the appendix is attached, compared with mammals that don't have one. Hence the conclusion that it may help your body ward off disease.
Whatever the appendix's exact purpose, this research is a good reminder that just because you can take an organ out and survive doesn't mean the organ does NOTHING. Just ask your eyes, or your spleen. Which really shouldn't require a reminder, but there it is.