Index.dat ?

What are index.dat files?
Index.dat files are hidden files on your computer that contain all tracks of your online activity, where have you been on internet, what sites you visited, list of URL-s, files and documents you recently accessed. Index.dat files stored on your computer are obviously a potential privacy threat as they can be found and viewed without your knowledge.

Why they exists?
Only Microsoft knows that for sure. According to them they are used to cache visited web sites and speed up Internet Explorer. The problem with this is it’s simply not true: index.dat are hidden files that do not contain an actual web cache other than informations about your browsing habbits, they can’t be deleted in any regular ways and there is absolutely no prove that those files in any way can speed up your browsing experience – they just sit there hidden and record where you have been on internet, simply as that.