Microsoft Internet Explorer saves the websites you visit and cookies stored on your Computer in Index.dat file, Windows doesn’t allows to delete this file manually. If you’re concerned about your privacy popular system cleaning tool CCleaner deletes this file from your Computer, Index.dat Scanner is freeware portable app that scans for index.dat files in your Computer and displays any if found which you save in txt format.
It’s pretty clear if Index.dat files found by this Scanner then your privacy tools are not doing the job what they supposed to do, we can’t confirm all cleaning tools deletes index.dat files but CCleaner and other tools does.
If scanner displays no items found after the scan then the tools you’re using to erase browser’s history and traces are protecting your privacy to certain extent at least incase of index.dat files.
Index.dat scanner works on Windows XP/Vista/7.