"Deep in the sea are riches beyond compare.
But if you seek safety, it is on the shore."

The “Index.dat” / history problem:
How to resolve it - Solution for Index.dat files dilemma

Index.dat files contain information about websites you have visited, things you have done, cookies you have received, etc. The main purpose, according to Microsoft, is that they speedup browsing by keeping this info nearby. The problem is, that they don’t delete when you clear your temporary internet files! This is because Windows lock those files. They need to be cleared BEFORE it has a chance of doing that. So here's my recipe (also consider deleting your "Downloaded program files", “Recent” and “Applog” folders with this one) for it. Please note that this will also delete all your browsing history, since it deletes the content of “history”, “cookies” and “temporary internetfiles” folders.

Windows95/98:

1. Open Autoexec.bat with notepad
2. Add the following inside Autoexec.bat, just before the last line of it. Do NOT put it in the beginning of the autoexec.bat and not at the end of it, leave that last line in autoexec.bat as the last line of the autoexec.bat. So write these as they are here:
deltree /Y c:\windows\history\
deltree /Y c:\windows\cookies\
deltree /Y c:\windows\tempor~1\
3. Save it. Now you are done!

WindowsME:

1. Make file xxx.bat (use notepad etc.) and
write into it (this is for default folders,
adjust if needed) the stuff below.
deltree /Y c:\windows\history\
deltree /Y c:\windows\cookies\
deltree /Y c:\windows\tempor~1\
2. Save it in c:\
3. Open "My computer" and pick that "xxx.bat".
Then chooce "properties", "program" and enable "close on exit".
4. Run Regedit, and go to "HKEY_LOCAL_MACHINE
\SOFTWARE\Microsoft\Windows\CurrentVersion\Run"
and "new - string value" [name it to:"xxx"],
set its value to "c:\xxx.bat".
5. Close regedit. Now you are done!

- Markus Jansson