A couple of things:

I don't have a clue what index.dat does, but from what I hear from you, it's where iexplore logs its history, right? Cache maybe?

The [img]bladibla.gif[/img] thing that you saw, is a HTML reference to a picture. Basicly, it's telling your browser to show a picture on a webpage.

Furthermore, adding or removing lines from autoexec.bat will not cause computer-hangs on windows SHUTDOWN. However, be aware, if you don't know what you're doing, you might cause a lot of damage:

Autoexec.bat is a batch-file executed upon boot of the system. A batch-file is, simply put, a list of commands which are executed one at a time one. The deltree command, which you're using, is used to remove directories recursively: it's like rm -r dir in linux, be very careful using it.

Last, I just gave up on Iexplore. I had some problems with it, and tried to reinstall it. To do that, I wanted to remove it, manually. After stuggling with it for about two hours, I ended up deleting every single thing that remotely made me think it had anything to do with Iexplore. Good enough, upon reboot, Iexplore refused to start. Opening .html, starting it trought /start/run, I tried it all, nothing. Suddenly, I thought of Windows Update, and how it complained every time it wasn't run by iexplore. Wondering what kind of error it would give now, I descided to start it trough the start-menu. I was stunned when I watched iexplore popup.

Morale of the story: Messing with iexplore gives you headaches.

Hope this helps a bit