A few software programs are available to view and delete the contents of index.dat files. We have mentioned some of them earlier here at Ghacks like the index.dat viewer or the index.dat suite. Another tool for the purpose is the index.dat analyzer which can display and clean the contents of index.dat files as well.

If you want to prevent that Windows is writing data to those files in future sessions you need to set the file attribute to read-only. Another possibility would be to run CCleaner regularly (this can be automated) to clean the index.dat files.