You may be thinking about 'index.dat' files;
http://www.acesoft.net/delete_index.dat_files.htm
If you 'Google' 'index.dat viewer' you should find lots of free tools that will allow you to read older files (the current one is always 'in use' by Windows). Alternatively, you can scroll down to the foot of the page I linked to and d/l a free viewer from there (it's in small print, if you hit the wrong link you'll get the program that page is trying to sell!)
These things don't seem to serve any useful purpose but can be cleaned/deleted by a number of free tools, including CCleaner. The file itself is recreated at every bootup.