Answer:
To delete the INDEX.DAT files you have to follow the following steps:-
*Press Winkey + R. Type MSCONFIG.
Select Selective Startup.
*Leave the button next to the Load system startup uncleared . Rest of them clear.
Click on apply ok.Restart The System.
* Go to the following location
\Documents and Settings\<Username>\Cookies\index.dat
\Documents and Settings\<Username>\Local Settings\History\History.IE5\index.dat
\Documents and Settings\<Username>\Local
Internet Files\Content.IE5\index.dat.
Select The File and Delete it.
* Press Winkey + R, Type MSCONFIG.
Select Normal Startup.
Click Apply, click ok.
Restart the system.
With Love and Regards,
R