pick one value from each row in a matrix, to get vector

I have a 500x8 matrix, lets call this X, and I have a 500x1 vector, lets call it Y, the latter contains numbers between 1 and 8. These numbers indicate the number in each row that I want from the matrix X. So if Y(2,1)=3, then I need X(2,3). So by picking a number in each row of matrix X, I need to get a vector, lets call it Z. I dont know how to get this vector Z, in a quick way (not using a loop). Thank you for your help.

 Accepted Answer

X(sub2ind(size(X),1:500,Y))
Easily enough done without sub2ind also, but might as well use the existing tool. If you would insist though...
X(1:500 + 500*(Y-1))

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