Great Post Whiskey14!
I did a little experiment on deleting this file without restarting. It's possible but to be quite honest restarting is probably easier. For anyone who cares here is what I did. This is pretty technical and is only for people who really care what is stopping them from deleting these files without rebooting. Save all your work before proceeding!
1. Download following utilities:
http://www.sysinternals.com/ntw2k/freeware/handle.shtml http://www.ppedv.com/us/tools.asp (grab kill.exe)
2. Extract files to a folder on your PC. I downloaded to the ever so descriptive C:\temp2.
3. Start a command prompt and change to the directory with handle.exe
4. Launch the following command:
C:\temp2>handle > test.txt
5. Do not close the command prompt. You'll see why in a sec...
6. Open test.txt in notepad and bring up search utility with CTRL+F
7. Type index.dat in the box and click find next. Note the PID for the section index.dat is located in. Click on find next again and repeat. Do this until you have all PID's. In my case I found 4 PID's.
8. Close all windows except the command prompt. (you did leave that open right :P)
9. I also saved kill.exe to c:\temp2 so I ran the following (note at the end of this you type explorer to get desktop back):
C:\temp2>kill 3504
process #3504 killed
C:\temp2>kill 756
process #756 killed
C:\temp2>kill 2756
process #2756 killed
C:\temp2>kill 2812
process #2812 killed
C:\temp2>cd\
C:\>del index.dat /s
Deleted file - C:\Documents and Settings\jclore\Cookies\index.dat
Deleted file - C:\Documents and Settings\jclore\Local Settings\History\History.IE5\index.dat
Deleted file - C:\Documents and Settings\jclore\Local Settings\History\History.I
E5\MSHist012004080520040806\index.dat
Deleted file - C:\Documents and Settings\jclore\Local Settings\Temporary Internet Files\Content.IE5\index.dat
C:\>explorer
C:\>
Enjoy!
Jeremy