index.dat file in cockie folder

[joeyit]

some of my urls (under favorit)do not load or load partialy - getting the message -page open error - at the left bottom corner of IE window.
i deleted temp, cache and cockie. with no help
under cockie folder there is index.dat file that the os doent let me to delete.
how can i del. this file?
if i del. it, can i cause a problem?
thank you in advance

[IGNORANT]

if you can boot into real DOS, not the DOS from windows, you'll be able to delete it from there, but upon reboot it will be recreated, as is being used by IE.