Back in February 2006 I wrote about Internet Explorer and the index.dat file.

Internet Explorer 7 (IE7) has a “Delete Browsing History” option which leads to the screen on the right.

“Delete all” (bottom right) does seem to delete the Index.dat file.

Now you can run the “Delete all” command from a command line, by doing this:
RunDll32.exe InetCpl.cpl,ClearMyTracksByProcess 255

Why would you want to do that?

You could have it as part of a shutdown batch file, such as below, in order to delete sensitive temporary files:

shutnow.bat
DEL "C:\DOCUME~1\\Recent" /S /Q
RD "C:\DOCUME~1\\LOCALS~1\HistorY\." /S /Q
RD "C:\DOCUME~1\\LOCALS~1\TEMPOR~1\Content.IE5\." /S /Q
RunDll32.exe InetCpl.cpl,ClearMyTracksByProcess 255

shutdown -s -t 150 -f

Further information:
Surfing the seedy side
Clear IE7 Browse History from the command line

Related posts:

Surfing the seedy side… Bypassing Internet Explorer Group Policy lockdowns. Windows Update website – Error 0x800C0002

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