CleanUp! says it deleted an index.dat file but it's still there. Why?

Most index.dat files are in use while Windows is running, so CleanUp! cannot delete them immediately. It does however get deleted when you restart Windows. During the Windows restart, Windows/Internet Explorer/Windows Explorer recreates these files if they do not exist. This is true for History\index.dat, Cookies\Index.dat file and other similar files.

Note: when the "index.dat" files get recreated, their default/minimum size appears to be 32KB on my test machines (though someone else reported 16KB on theirs). Either way, even though they have just been deleted and recreated they will not be 0 bytes in size.

To verify that an index.dat file has been deleted and recreated, download Index Dat Spy. This utility allows you to look at the contents of an index.dat file. If the file has been recently deleted and recreated, most/all of the records in the file will be blank.