I always use Opera but recently noticed that in spite of only using that, there are traces left in IE temporary internet folder showing web addresses, cookies etc. How and why does that happen? And does anyone know how to stop it please? I hate IE!!!
What I was also going to suggest is Windows Explorer itself records data within the index.dat files as well. This is especially true if you have Windows XP, as it has in-built viewers for graphic files, icons, movies and videos etc., information which gets recorded there whenever you open one of those sorts of files. Maybe as a consequence of launching URL's into Opera via the "Run" command (Start - Run), even though Opera is registered as the default browser, launching URL's via that method could also record some info in the index.dat files.
But the real truth may only be known by the Opera programmers, so asking the same question in the Opera forums might yield better results: http://my.opera.com/forums/