how to delete a DAT file? says access denied

every other day i delete all the cookies but in the cookies folder there is a index.dat file that can not be deleted. How did this file appear there its a mustery to me but why can not be deleted?

The dat file is a list of the contents of the cookies folder... you cant delete it really, it cleans itself out. dont worry about it.
The best way to clean cookies is using IE tools>internet options, so it will delete everything that needs to be deleted

Hi Wired14-
Are you using Win 9x operating system? If so, click "Start", click "Shutdown", then click reboot to DOS.
At the A: prompt type "deltree /y c:\windows\cookies" (without the quotes), when its done type "exit" (again, without the quotes) to boot back into windows. What you've done is deleted the Cookies folder through DOS, then when Windows reboots it says to itself "self, we're missing the Cookies folder we'd better recreate it" which it does, with a 32KB (empty) index.dat file. Honestly I think doing this is a waste of time as it's never been proven that your movements can be tracked through the contents of index.dat.
Although i've done this many times, (in Win98)

deltree /y c:\windows\temp
deltree /y c:\windows\tempor~1
deltree /y c:\windows\cookies
deltree /y c:\windows\history
deltree /y c:\windows\win386.swp
exit

with no ill effects, if YOU choose to monkey around in DOS with the deltree command, i'll not be responsible for any mishaps (it's possible to completely disable your operating system...IF your not careful). Also i've never tried this with any NT based operating systems.
Good Luck
elec.tron

if you are in XP what I do is go to prompt and use the commands

(cd ..) this backs you up a directory
(D would change you to the d drive
(dir) this shows you all the folders and files in that directory

so if I am at the C: prompt and need to get program files up i just type in (cd prog) after that you can just hit the tab key and it will fill in the rest for you.
Once in program files i hit dir again to see all of them then if I want to delet (command and conquer) I just type in (del comm) and hit tab to fill int he rest.
the it will ask you if you want to delete and you just hit "Y" and then it will delete it.
Duck