Index.dat Files

These files contain all of the Web sites that one has ever visited.It not only stores all the URLs,or the web pages but also all the e-mail that has been sent or received.This file is known as "index.dat"file.
When we clear temporary internet files the index.dat files remain there and it starts growing on. If we delete or clear the Temporary Internet Files, there is absolutely no need to index the URL cache because those files no longer exist.

How To Find:-

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 most obscure and dangerous 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.
It is really very difficult to find them.One can not find even with "Show hidden files and folders" enabled.They are not only hidden but designated as system files and can't be found through a casual search.
In Windows XP and Windows2000 index.dat files are located in the following places:-

C:\Documents and Settings\\Cookies\index.dat

C:\Documents and Settings\\Local Settings\History\History.IE5\index.dat

C:\Documents and Settings\\Local Settings\History\History.IE5\MSHistXXXXXXXXXXX\index.dat

C:\Documents and Settings\\Local Settings\Temporary Internet Files\Content.IE5\index.dat

C:\Documents and Settings\\UserData\index.dat

How To Delete:-
Start Computer then press F8 or F5 for advanced boot options; then select "safe mode with command prompt; log in as administrator and then from there you can delete them freely without windows preventing it. just go to the root (c:\) by typing CDthen type del index.dat /s then enter
and all the files names index dat in your computer will be deleted permanently.
There is a nice software which one can use to delete index.dat files also.
Download Index.dat Suite