You can't delete the Index.dat file, its a system file and is always in use. Some would say this is a M$ spy tool but that was put to bed years ago. You are using IE5 so you are running either 9X or WinME. If 9X then restarting in MS DOS mode and typing this at the prompt C:/>deltree c:\windows\tempor~1 will delete the files. If ME run a search online, there are numerous tools available to do the job.