Internet Explorer history file
From Just Solve the File Format Problem
Internet Explorer history files are used to cache sites a user of the browser has visited, as well as to maintain the browsing history. They are index.dat files located in system-specific places, usually in Temporary Internet Files (or Cookies or History) directories within the system directory or Documents and Settings or appdata. The Forensics Wiki article linked below gives more detail on exact directories as well as the format of the file.
