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Unlocker
can delete index.dat files without restarting your computer!
HP: http://ccollomb.free.fr/unlocker/#description  
DL: http://ccollomb.free.fr/unlocker/unlocker1.6.3.exe  

Similar programs and why Unlocker is better.
Of course I only compare here the unlocking feature.
Process Explorer featuring much more things than just unlocking folders.
The main goal of this list is not really to pretend Unlocker is
better but also to provide a list of all comparable programs so
that if you have a problem with Unlocker you can try alternatives
which might fit better your needs...

Process Explorer
http://www.sysinternals.com/ntw2k/freeware/procexp.shtml  
by Sysinternals is a fabulous freeware tool. However you need to open it and type the name of your file so that so search for lockers. Then you need to right click every handle and close them one after another, since there is no multi-selection. Process explorer can not unload DLLs. Unlocker allows you to right click the file or folder directly in explorer and close all handles all at once. Unlocker since 1.6 can unload DLLs.

WhoLockMe
http://www.dr-hoiby.com/WhoLockMe/index.php  
by Dr-Hoiby is a very good freeware tool and has inspired Unlocker in many ways. However WhoLockMe only proposes to kill processes and not close the handle which is annoying and what pushed me to create Unlocker. Wholockme can not unload DLLs. Unlocker allows you to close handles and keep processes alive, which is nice especially when Explorer.exe is open and you don't want to lose all your windows. Unlocker since 1.6 can unload DLLs.

FreeFile
http://www.soft32.com/download_4732.html  
by Skrubbeltrang is another freeware tool. The very bad point is that it requires the .Net Framework to be installed. The second is that it can only kill processes. FreeFile can not unload DLLs. Unlocker is light and do not need MFC or .Net to close handles and keep processes alive. Unlocker since 1.6 can unload DLLs.

Pocket KillBox
http://www.bleepingcomputer.com/files/killbox.php  
by Option^Explicit is a freeware tool. However I consider it the worst
of the lot since it only adds file to a list, which will be deleted only
the next time you reboot your computer. KillBox can not unload DLLs.
Unlocker allows you to delete files and folder instantly without
rebooting your computer. Unlocker since 1.6 can unload DLLs.

ForceDel
http://www.codeguru.com/Cpp/W-P/files/fileio/article.php/c1287/  
by Zoltan Csizmadia is a freeware command line tool. According to the source code it seems to do its job reasonably well, but will miss certain processes and handles than unlocker will find. ForceDel can not delete DLLs loaded by processes. Since 1.5.1 Unlocker can also be used as a command line with the silent mode, and has the clear advantage to be accessible to everyone with the explorer extension and the graphical interface. Unlocker since 1.6 can unload DLLs.

Locked Files Wizard / Copylock
http://noeld.com/programs.asp?cat=misc
by Noel Danjou is a freeware tool both available with an Explorer extension or a command line. However the program is not very efficient without rebooting, since it failed in the most simple cases I tried. Moreover the interface as a wizard is not very direct and quick to use.
When it fails it will act as Killbox do and log the files to be deleted
during the next reboot. Unlocker can unlock files and folders
immediately without rebooting.

Advanced Process Manipulation
http://www.diamondcs.com.au/index.php?page=apm  
by DiamondCS is a freeware tool that allows you to unload DLLs loaded by any process in the system. However you need to find which process locks a DLL and since there are several processes and most link many DLLs the search is not very convenient. Unlocker since 1.6 can also unlock DLLs loaded by other processes and the locks can be very simply found by right cliking on the file itself with the Explorer extension. Moreover Unlocker can also unlock files and folders and not only DLLs.