If you have Windows Me, Windows 98, Windows
NT or Windows 95 then index.dat files are in these locations:
C:\Windows\Cookies\index.dat
C:\Windows\History\index.dat
C:\Windows\History\MSHistXXXXXXXXXXXXXXXXXX\index.dat (XXXX are some digits)
C:\Windows\History\History.IE5\index.dat
C:\Windows\History\History.IE5\MSHistXXXXXXXXXXXXXXXXXX\index.dat
C:\Windows\Temporary Internet Files\index.dat (only in Internet Explorer 4.x)
C:\Windows\Temporary Internet Files\Content.IE5\index.dat
C:\Windows\UserData\index.dat
C:\Windows\Profiles\<username>\Cookies\index.dat
C:\Windows\Profiles\<username>\History\index.dat
C:\Windows\Profiles\<username>\History\MSHistXXXXXXXXXXXXXXXXXX\index.dat
C:\Windows\Profiles\<username>\History\History.IE5\index.dat
C:\Windows\Profiles\<username>\History\History.IE5\MSHistXXXXXXXXXXXXXXXXXX\index.dat
C:\Windows\Profiles\<username>\Temporary Internet Files\index.dat (only in IE 4.x)
C:\Windows\Profiles\<username>\Temporary Internet Files\Content.IE5\index.dat
C:\Windows\Profiles\<username>\UserData\index.dat
Note that on your computer the Windows directory may not be C:\Windows but some other directory.
If you don't have Profiles directory in you Windows directory don't worry - this just means that
you are not using user profiles. It is also possible that you don't have UserData subdirectories.
To learn more about UserData records click here.