It looks to me that CCleaner will remove Cookies Index.dat file only if you do not choose to save any cookies. It does get rid of the cookies not on your save list, but does not clear the information out of the Index.dat file. Even if you reboot. This info is easily viewed with a number of programs and shows all sites you have visited. If your goal is to cover your browsing tracks, do not save any cookies
Mil Shield as mentioned above does clean index.dat keeping only informaton on those sites whose cookies you choose to keep. Unfortunately, the program is not free
