buffalo corkgun

I am a new poster here, but ive used CCleaner for some time. I am curious if anybody here knows what happens when CCleaner is run in safe mode (using windows XP). Ive read that Microsoft has acknowledged that "advanced users" can delete index.dat files when working in safe mode (Safe mode can be reached by hitting F8 repeatedly during startup). I am hesitant to try this without having some clue as to its consequences. Any info would be great though.