While you may be able to see index.dat files in some locations, you will also be able to see counters.dat file, container.dat file, suggestedsites.dat file and so on, in the Temporary Internet ...

I would like to empty the contents of the INDEX.DAT file in C:WINDOWS/Temporary Internet Files/Content.IE5. This file has grown to 496 KB in just four months. I find this very disturbing.