In Windows 2000 and Windows XP there are several "index.dat" files in these locations:
\Documents and Settings\<Username>\Cookies\index.dat
\Documents and Settings\<Username>\Local Settings\History\History.IE5\index.dat
\Documents and Settings\<Username>\Local Settings\History\History.IE5\MSHist012001123120020101\index.dat
\Documents and Settings\<Username>\Local
Settings\History\History.IE5\MSHist012002010720020114\index.dat
\Documents and Settings\<Username>\Local
Internet Files\Content.IE5\index.dat
Or you can use a batch file