Hi lads and lasses,
I just ran across some neat info:
You can drag 'n drop those pesky index.dat files into
Spybots S&D's secure shredder window (under tools),
chop away, restart your box...and those megabyte
index.dat files are back to a mere 16 or 32 bytes.

Index.dat files are commonly found in your temporary internet files
folder and just keep growing, despite deleting your files thru internet options.
Just make sure that IE is not running during the process.

Happy chopping....