copy and past into Notepad, substitute your name/path, save as Delete.bat, run.bat, whatever, set to run at shutdown
Windows regenerates the index.dat upon bootup...
OR use this: http://support.it-mate.co.uk/?mode=P...index.datsuite

I assume no responsibility for the use of this, however, it works fine.

@echo off
echo This file will remove Index.dat files. The Cookies, Temporary Internet Files, History, and Temp folders will be cleared as per user Settings.
echo
echo

del C:\DOCUME~1\James\APPLIC~1\MICROS~1\Office\Recent\ index.dat
del C:\DOCUME~1\James\Cookies\index.dat
del C:\DOCUME~1\James\LOCALS~1\History\History.IE5\ind ex.dat
del C:\DOCUME~1\James\LOCALS~1\History\History.IE5\MSH IST~1\index.dat
del C:\DOCUME~1\James\LOCALS~1\TEMPOR~1\Content.IE5\in dex.dat
del C:\DOCUME~1\LOCALS~1\Cookies\index.dat
del C:\DOCUME~1\LOCALS~1\LOCALS~1\History\History.IE5\ index.dat
del C:\DOCUME~1\LOCALS~1\LOCALS~1\TEMPOR~1\Content.IE5 \index.dat
cd C:\DOCUME~1\James\
rd /s /q C:\DOCUME~1\James\Cookies
cd C:\DOCUME~1\James\LOCALS~1\
rd /s /q C:\DOCUME~1\James\LOCALS~1\History
cd C:\DOCUME~1\James\LOCALS~1\Temp\
rd /s /q C:\DOCUME~1\James\LOCALS~1\Temp\
cd C:\DOCUME~1\James\LOCALS~1\
rd /s /q C:\DOCUME~1\James\LOCALS~1\TEMPOR~1
cd C:\DOCUME~1\James\
rd /s /q C:\DOCUME~1\James\Recent
cd C:\WINDOWS\
del /s /q C:\WINDOWS\Prefetch\*.*
exit