Windows creates invisible, undeletable files listing all the websites the PC has visited. Not only every URL but also all of the email that has been sent or received through Outlook or Outlook Express is also being logged. This information is untouched by clearing history, internet cache folder and temporary internet files. Link shows how to remove

pobster by pobster 2 hours ago
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This is not ‘news’ as in new, but it was news to me and I think many other people will be interested/concerned. Google ‘index.dat’ for more info, there are several utilities around for reading the contents of these files. Everyone interested in maintaining their privacy when using windows needs to know about this!
Everyone interested in maintaining privacy switched away from IE a long time ago.
…and switched to OS X.
Exactly. People who are seriously concerned about their privacy and whatever they may do online switched to Firefox a long time ago. Forget IE and it’s index.dat.
Microsoft’s secret record of every website visited on your PC! – digg