(I am assuming you are looking at the Dawes Commission records from Oklahoma. If this is not true, please respond and I will give what I know about your specific location.)
There are two directions to go backwards in time from the Dawes Commission records.
- If the person you are searching was given an allotment and/or lived on an Indian reservation..
- If the person you are searching was rejected in the Dawes records and/or lives in the general population.
For the first, you can search the earlier "rolls" (removal rolls or censuses or other lists) for the person in question. They are both available on Ancestry.com and Fold3.com but I like to go to Access Genealogy, the Family Search wiki or somewhere other research guide to get a good understanding of the records and at least a basic history of what was happening to the Native group at the time before I proceed further. The National Archives website has a good description of selected Bureau of Indian Affairs rolls at Bureau of Indian Affairs Records. More information about this process can be found at Researching an Individual or Family.
If they were rejected, then search for them in the U.S. Census, vital records, etc. just as you would for anyone else in your family. The National Archives has lots of introductory pages at Resources for Genealogists and Family Historians .