Got this from my S.O. and thought it would be of particular interest to this
list.

[Begin quoted article]
This article started out to be about another topic, but when I
discovered the information about these super hidden Microsoft files, I
had to write about
it. I suppose that many of you already know about these files but this
was the first I heard about it and I figured that if I didn't know about
them, many
of you didn't either.

Hidden on your computer are some files that contain all of the Web sites
that you have ever visited. Every URL, and every Web page is listed
there. Not
only that but all of the email that has been sent or received through
Outlook or Outlook Express is also being logged. The file names and
locations depend
on what version of Internet Explorer you have. If you are running IE
version 4.0 or above, the file name is "index.dat". If you are running
or have ever
run IE prior to version 4.0 there are two files. One is named Mm256.dat
and the other is Mm2048.dat. Microsoft has not supplied an adequate
explanation
as to what these files are for or why they have been hidden so well.

According to Microsoft, these files are used to cache visited Web sites
to help speed up the loading of Web pages in Internet Explorer.
Obviously this cannot
be the case because when you clear the Temporary Internet Files the
"index.dat" files remain behind and continue to grow. If you delete or
clear the Temporary
Internet Files, there is absolutely no need to index the URL cache
because those files no longer exist.

On a Windows 9x computer these files are located in the following
locations:

\WINDOWS\Cookies\index.dat
\WINDOWS\History\index.dat
\WINDOWS\Temporary Internet Files\index.dat
\WINDOWS\Cookies\index.dat
\WINDOWS\History\index.dat
\WINDOWS\Temporary Internet Files\index.dat

As I stated earlier, these files can be very hard to find. If you are in
Windows, even with "Show hidden files and folders" enabled, these files
are not
visible and cannot be found if you do a search for these files. The
reason that these files are so invisible is that they are not just
hidden, they have
been designated as "system" files. System files and folders are treated
differently in DOS and Widows and are effectively cloaked from casual
searches.

I am currently running Windows XP Pro and since there is no underlying
DOS core, these rules do not apply and therefore with "Show hidden files
and folders"
enabled, I can do a search on these files and find them with no trouble.
In Windows XP there are several "index.dat" files in these locations:

\Documents and Settings\Default User\Cookies\index.dat
\Documents and Settings\Default User\Local
Settings\History\History.IE5\index.dat
\Documents and Settings\Default User\Local Settings\Temporary Internet
Files\Content.IE5\index.dat
\Documents and Settings\Default User.WINDOWS\Cookies\index.dat
\Documents and Settings\Default User.WINDOWS\Local
Settings\History\History.IE5\index.dat
\Documents and Settings\Default User.WINDOWS\Local Settings\Temporary
Internet Files\Content.IE5\index.dat
\Documents and Settings\Bill\Application
Data\Microsoft\Office\Recent\index.dat
\Documents and Settings\Bill\Cookies\index.dat
\Documents and Settings\Bill\Local
Settings\History\History.IE5\index.dat
\Documents and Settings\Bill\Local
Settings\History\History.IE5\MSHist012001123120020101\index.dat
\Documents and Settings\Bill\Local
Settings\History\History.IE5\MSHist012002010720020114\index.dat
\Documents and Settings\Bill\Local
Settings\History\History.IE5\MSHist012002011420020121\index.dat
\Documents and Settings\Bill\Local
Settings\History\History.IE5\MSHist012002012120020128\index.dat
\Documents and Settings\Bill\Local
Settings\History\History.IE5\MSHist012002012820020129\index.dat
\Documents and Settings\Bill\Local
Settings\History\History.IE5\MSHist012002012920020130\index.dat
\Documents and Settings\Bill\Local Settings\Temporary Internet
Files\Content.IE5\index.dat
\Documents and Settings\Bill\UserData\index.dat

There is a very detailed explanation of these files and how Microsoft
has managed to hide them so well by a person who calls himself "
The Riddler".
He goes into great detail and provides a lot of information on these
super hidden files.

If having these files makes you feel paranoid (and who wouldn't) there
is a good little program called "
Spider"
that can find these files and delete them for you. There is also another
good program called
PurgeIE
that can find and delete these files. Spider is freeware, PurgeIE is
shareware and can be registered for $14.95.


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