In attempting to delete my cookie file, I discovered that they are not being listed and at the bottom of the window it says "restricted sites." All that is shown is the "index.dat" file and in attempting to open it, I get a message that "it is in use by another application and cannot be accessed. Running SPYBOT, ADWARE, and NORTON antivirus detected no problems. Does anyone know what is going on/ or what needs to be done to remedy this problem?

1.) "In attempting to delete my cookie file, I discovered that they are not being listed and at the bottom of the window it says "restricted sites.""

What 'cookie file'? Do you mean the 'index.dat' file?

2.) "Does anyone know what is going on/ or what needs to be done to remedy this problem?"

No - What's the problem, that's the real question. Right-click the 'Cookies folder', and then click 'Properties'. How many files are listed? Could it be just 'one' -hmm? You can delete that 'index.dat' in DOS. Or delete the cookies folder, and restart the computer. Make note, ALL your cookies will be gone. (I know I dislike it when my cookies are gone. Even more so, when I have no milk to go with ;-))

Why do you want to delete your cookies? They are a good thing, for the most part.

Although it sounds like you already have deleted them, if all you see is the index.dat file.

Do yourself a favor BACKUP!

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Cookies (plural) are best deleted in c:\windows\temporary internet files rather than c:\windows\cookies.

That way the pointers are taken out too.

Index.dat is not intended to be "opened". This is true of many system files.

It doesn't sound to me as if you really have a problem.
It's a bit unclear exactly what you are wanting to achieve.

DerekW