.dax files

I know there are files windows keeps in files not available to us casual users. I think they are called .dat files but I am probably wrong. Is there any free software that can wipe this info from the computer. Since we cannot access these files software is necessary. Thanks.
I tried a site called Stupendos but the software is not freeware. These are .dat files not .dax, my typo, sorry. Index.dat to be correct.