@Winspy (mentioned by me in an IE thread) is a useful utility to display informaton from various areas of Internet Explorer, such as:

URL History
Address Bar
Cookies
Recent Documents
Search History
Run History

(which are obtainable by other methods) but also

Index.Dat

which usually isn't, from which I think you will be staggered by just how much data is kept about what URLs have been visited by your PC, even if you've deleted Cookies, Temporary Internet Files, etc!

Which of the 27 INDEX.DATs I found on my XP Pro PC it was in fact displaying was rather less clear... probably the 128 KB Cookies file in my userid?