I see a similar problem. CGCleaner V1.41.544 fails to clean index.bat located at
C:\Documents and Settings\HP_Owner\Local Settings\Temporary Internet Files\
It deletes other files there, just not the index.dat file.
This used to work, I'm not sure when it stopped. Interestingly enough, you can
see the index.bat file contents using superwinspy 3.02 but you cannot see the
file at all under Windows Explorer.
Am running XP SP2fully patched and IE 7.
Any ideas greatly appreciated.