Index.dat are files hidden on your computer that contain all of the Web sites that you have ever visited. Every URL, and every Web page is listed there. There are multiple Index.dat files in different directories that keep a copy of whatever there is in that folder and they continue keeping those records even after you have deleted the contents of those folders.

You can use Internet Disk Cleaner as a index.dat viewer.Select the "View History" to view the index.dat file.

Index.dat files are always being used by windows system, you can not delete index.dag files manually, and even you clear Temporary Internet Files on Internet Option of Internet Explorer, it will not delete index.dat files.

Using Internet Disk Cleaner to delete index.dat files is very easy, just select the Index.dat on the Wash Settings dialog.