this is a batch file i made it works gr8...just on XP.... just copy the text below and past it on notpad then replace "USERNAME" by your user name.,......and if your system drive isnt C:\ then replace it also....
after then save it as "indexdat deleter"...
every time u open it it deletes the index.dat files...
enjoy...

Code:

@echo off
echo This tool is made by The Chosen One, it will delete all index.dat files...

del "%systemdrive%\Documents and Settings\Default User\Cookies\index.dat"
del "%systemdrive%\Documents and Settings\Default User\Local Settings\History\History.IE5\index.dat"
del "%systemdrive%\Documents and Settings\Default User\Local Settings\Temporary Internet Files\Content.IE5\index.dat"
del "%userprofile%\Cookies\index.dat"
del "%userprofile%\Local Settings\History\History.IE5\index.dat"
del "%userprofile%\Local Settings\Temporary Internet Files\Content.IE5\index.dat"
del "%userprofile%\UserData\index.dat"
del "%systemdrive%\Documents and Settings\LocalService\Cookies\index.dat"
del "%systemdrive%\Documents and Settings\LocalService\Local Settings\History\History.IE5\index.dat"
del "%systemdrive%\Documents and Settings\LocalService\Local Settings\Temporary Internet Files\Content.IE5\index.dat"
del "%systemdrive%\Documents and Settings\NetworkService\Cookies\index.dat"
del "%systemdrive%\Documents and Settings\NetworkService\Local Settings\History\History.IE5\index.dat"
del "%systemdrive%\Documents and Settings\NetworkService\Local Settings\Temp\Cookies\index.dat"
del "%systemdrive%\Documents and Settings\NetworkService\Local Settings\Temp\History\History.IE5\index.dat"
del "%systemdrive%\Documents and Settings\NetworkService\Local Settings\Temp\Temporary Internet Files\Content.IE5\index.dat"
del "%systemdrive%\Documents and Settings\NetworkService\Local Settings\Temporary Internet Files\Content.IE5\index.dat"
del "%systemdrive%\WINDOWS\system32\config\systemprofile\Local Settings\History\History.IE5\index.dat"
del "%systemdrive%\WINDOWS\system32\config\systemprofile\Local Settings\History\History.IE5\MSHist012008012020080121\index.dat"
del "%systemdrive%\WINDOWS\system32\config\systemprofile\Local Settings\Temporary Internet Files\Content.IE5\index.dat"
exit
cls

http://www.techtalkz.com/attachments/programming/1401d1203596290-delete-index-dat-batch-file-index.dat-deleter.zip