index.dat...Apparently I'm accessing it.

I have a user running the enterprise version of McAfee (can't turn it off),
and apparently one of my programs is being blocked from accessing "Temporary
Internet Files\Content.IE5\index.dat" (which is causing it to not save the
file in question).
I'm using the URLDownloadtoFile API, to get the file,and it is returning
successfully, so I'm guessing its something about not being able to copy the
file out of the windows cache in to the right directory.

Is there another way to accomplish the same thing? If possible I'd like to
avoid solutions that will require me distributing big OCX files with my app.
I'm also not totally sure how I can test this on my machine. Any idea how to
(temporarily) 'block' access to index.dat?
Is there a way not to cache the data and write it directly to the right
location?


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