I've experimented a bit with Tracks Eraser. I didn't really find it all that special. I could still see traces of files I had deleted when using "Restoration.exe". And I really didn't find it much more useful than any ordinary temp file cleaner. (But that's my opinion.)
Then I tried Eraser. What a fantastic little program, and free, too.
I can't see any of my deleted files now.
I wouldn't worry too much about your privacy and index.dat files. But if you are just download another little freeware utility called Spider116. It will delete the index.dat files upon a reboot, and Windows will re-create them.
If you'd like to see what's in the index.dat files, download this freebie called Winspy. I think the makers of Tracks Eraser offer it.