goff123, welcome.
index.dat files keep growing and keep a record of all sites you visit so they represent a privacy issue.
CCleaner does a good job at cleaning up some index.dat files but it does not clean them all.
Index.dat Suite ( Freeware ) does the best job of finding all index.dat files and scheduling a cleanup at the next boot up.
It also has a good viewer and cleaner of several Windows tracking files plus you can set it to do a defrag before Windows applications are loaded:
http://support.it-mate.co.uk/?mode=Product...=Index.datSuite