I hope every computer geek will know about index.dat file.
Well my point of view on Privacy that any anonymous hacker should know about you easily. You can clears the IE history, Cookies, Temporary Internet files...but till the URL's you have visited is located under index.dat file. Microsoft have designed that file to track the online surfing behaviour of user but its most vunerable for online Privacy.
Well no more solution to get rid of but i found a way to clears that URL's by Ccleaner, it cleanes it at next system restart.