Deleting index.dat file

Hi, I have a problem and a possible solution might be this:

1. Open Internet Explorer. On the Tools menu, click Internet Options.

2. On the General tab, under Temporary Internet files, click Delete Files.

3. In the Delete Files dialog box that appears, click OK.

4. Under History, click Clear History.

5. In the dialog box that appears, click OK.

6. Quit Internet Explorer.

7. Log on to the computer by using the account of a user who does not experience the problem, and then open a command prompt.

8. Change the directory to the following path: drive:\Documents and Settings\username\Local Settings\Temporary Internet Files\Content.IE5 where username is the name of the user account that has the problem.

9. Type del index.dat, and then press ENTER.

10. Close the command prompt, and then restart the computer. The Index.dat file is recreated the next time that you log on to the computer.

My question is - how exactly do I 'Change the directory to the following path' and the steps following this and is it harmful to delete the index.dat file?