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Pretend?
No, it is better to shut them down, although the UDF will attempt to close down these apps.
Internet Explorer
Microsoft Instant Messenger
Windows Shell (Explorer)
America Online Instant Messenger
Windows Media Player
Microsoft Outlook Express
However, there are so many other apps that may possibly access the Internet that will also keep that file open, so you would not be able to delete it. (INDEX.DAT).
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