The history is stored in several index.dat files, one for each day/week/month, they are deleted by IE each week/month. But there is another index.dat under \history\history.ie5
from the site
http://www.purgeie.com
This one is used to store 'Visited' URL names, date and time stamps. This is the data used by I.E. for its AutoComplete function and controlling the highlighting of embedded links on the displayed Web pages.