1. Click on 'File'.
2. In the 'Data' tab, click on the 'File' radio button and choose Index.dat.
3. Click on the Schedule tab, in the 'Every' field click the down arrow and select 'Reboot'.
Index.dat can only be wiped on reboot.
Also, I would recommend using a product called Spiderbite (free) for removing Index.dat.