1. Open a command prompt window on the desktop (Start/Run/command).
2. Exit IE and Windows Explorer (iexplore.exe and explorer.exe, respectively, in Task Manager, i.e - Ctrl-Alt-Del/Task Manager/Processes/End Process for each).
3. Use the following command exactly from your command prompt window to delete the corrupt file:
C:\>del "%systemdrive%\Documents and Settings\%username%\Local
Settings\Temporary Internet Files\Content.IE5\index.dat"
4. Restart Windows Explorer with Task Manager (Ctrl-Alt-Del/Task Manager/Applications/New Task/Browse/C:\Windows\explorer.exe[or your path]) or Shutdown/Restart the computer from Task Manager.