I used file and settings transfer wizard, but saved the file onto my second hard drive, hoping to restore them from that.

I formated the c drive and reloaded windows xp, but of course the second hard drive needed formating which i did.

I recovered the .dat files used by the transfer wizard from the second drive using a program called file scavenger. Are there any others that i need to retreive? And how do i then install them?

Any ideas?

Location of index.dat files depends on the version of Windows and whether or not you are using user profiles. Regardless of Windows version in many cases you can't see or find index.dat file using Windows Explorer. There is a little file called desktop.ini in each directory where index.dat file is located. This desktop.ini file forces Windows Explorer to hide index.dat files and to show the contents of Internet cache or history instead. However you can use some other file utility and binary (hex) editor to find the files and read their content.
If you have Windows XP or Windows 2000 then index.dat files are in these locations (note that on your PC they can be on other drive instead of drive C):
C:\Documents and Settings\<username>\Cookies\index.dat
C:\Documents and Settings\<username>\Local Settings\History\History.IE5\index.dat
C:\Documents and Settings\<username>\Local Settings\History\History.IE5
\MSHistXXXXXXXXXXX\index.dat
C:\Documents and Settings\<username>\Local Settings\Temporary Internet Files\Content.IE5
\index.dat
C:\Documents and Settings\<username>\UserData\index.dat

If you have only one user account on Windows XP or Windows 2000 then replace <username> with Administrator to get the paths of all index.dat files.

So if you want to restore them you just have to copy them to the proper folder depending on what program the .dat files are associated with.

Thanks , i'll give it a go.