What are Index.dat files?
Index.dat files are used by Internet Explorer and Windows to store history, Internet cache, cookies, UserData records and other information about what you have done in Internet or in your PC. Although some of their functions are useful, they are dangerous privacy threat - any person with even little knowledge about index.dat files locations and structure can see history of almost all of your computer activities. Index.dat files are not the only privacy threat but they are the most obscure and dangerous one because they are hard to find and even harder to delete. In fact, in most cases it is impossible to delete Index.dat files manually because Internet Explorer and Windows use them all the time.
Where are located Index.dat files?
Location of index.dat files depends on the version of Windows and whether or not you are using user profiles. Regardless of Windows version in many cases you can't see or find index.dat file using Windows Explorer. There is a little file called desktop.ini in each directory where index.dat file is located. This desktop.ini file forces Windows Explorer to hide index.dat files and to show the contents of Internet cache or history instead. However you can use some other file utility and binary (hex) editor to find the files and read their content. If you have Windows Me, Windows 98, Windows NT or Windows 95 then index.dat files are in these locations:
C:WindowsCookiesindex.dat
C:WindowsHistoryindex.dat
C:WindowsHistoryMSHistXXXXXXXXXXXXXXXXXXindex.dat (XXXX are some digits)
C:WindowsHistoryHistory.IE5index.dat
C:WindowsHistoryHistory.IE5MSHistXXXXXXXXXXXXXXXXXXindex.dat
C:WindowsTemporary Internet Filesindex.dat (only in Internet Explorer 4.x)
C:WindowsTemporary Internet FilesContent.IE5index.dat
C:WindowsUserDataindex.dat
C:WindowsProfilesCookiesindex.dat
C:WindowsProfilesHistoryindex.dat
C:WindowsProfilesHistoryMSHistXXXXXXXXXXXXXXXXXXindex.dat
C:WindowsProfilesHistoryHistory.IE5index.dat
C:WindowsProfilesHistoryHistory.IE5MSHistXXXXXXXXXXXXXXXXXXindex.dat
C:WindowsProfilesTemporary Internet Filesindex.dat (only in IE 4.x)
C:WindowsProfilesTemporary Internet FilesContent.IE5index.dat
C:WindowsProfilesUserDataindex.dat
How to erase or clean Index.dat files?
Erasing or cleaning of the index.dat files is not an easy task because they are opened by Internet Explorer and Windows all the time. If you are using Windows Me, Windows 98 or Windows 95 you can restart in DOS mode and then you can delete index.dat files one by one (look in the folders that are mentioned above). However if you are using Windows XP, Windows 2000 or Windows NT this won't work.
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Source: www.a1articles.com