Can i delete index files and not mess up my ...

I'd say, let tools meant for that job do it. Get Ccleaner, Window washer or similar tools. They are built to search and delete any unnecessary processes, files or old reg values. They may free up more space then you think of.

you can use "Tune Up" and "System Mechnic" or "Reg Cure" software for removing any unnecesary shortcuts,links,old reg value and temp files.

Erasing or cleaning of the index.dat files is not an easy task because they are opened by Internet Explorer and Windows all the time. If you are using Windows Me, Windows 98 or Windows 95 you can restart in DOS mode and then you can delete index.dat files one by one (look in the folders that are mentioned above). However if you are using Windows Vista, Windows XP, Windows 2000 or Windows NT this won't work.

Mil Shield is a powerful privacy protection program that was designed specifically to clean and shred the index.dat files content. Unlike the other methods of dealing with index.dat file content, shredding is the best because it doesn't destroy the entire structure of the index.dat file which can cause Internet Explorer or Windows to crash but instead cleans and shreds only the privacy threatening URL, LEAK and REDR records. Additional benefit is the ability to preserve the tracks from some chosen by you sites (selective cleaning), which makes your browsing more comfortable and safe (it is rather suspicious to always have empty history, cookies and cache - it is better to leave some tracks from "innocent" sites). Mil Shield also cleans all other tracks as cookies, history, cache, AutoComplete records, UserData records, history of recently used folders and documents and many other.

If you don't know what you are doing, you can seriously screw up your computer.  I recommend not touching anything and asking someone with IT training to help you.