By making it two paragraph styles.
If you start out with your First Paragraph Style (not indented), right-click the style name and create a copy of it. Change the name to something meaningful (I use a “First”, “Next” system for my numerous styles), and set the correct indent. Make sure its “Based On” is set to your original style (I don't know from memory if that's the default or not). Change its “Next Style” to itself — “Same Style”. Then go to your First style and set its “Next Style” to the one you just created.
The “Next Style” system goes at work when you type a hard return at the end of a paragraph (the new paragraph will have this style), and also when you select a lot of paragraphs and select “Apply this, then Next style” from the Paragraph panel menu. Saves lots of time when formatting long stories — such a pity you can't assign a keyboard command for it!
As I said, I have numerous styles, but they all strictly adhere to a common system; for example, they are all based on a single common style, so if I have to do some global change — say, language — I only have to do it in one place.
The same goes for Shortcut keys — all major styles have a Shift+Number assigned, and all of their derivatives use the same number, but with Ctrl or Alt added to it.
.
