You know when you type in an address or a search string, and you have autocomplete (or autoappend, can't remember which it is), and the next time it pops up in a little selection box? Well I'm writing a little app, and I want to be able to get at the place where IE keeps these strings. I've looked in the registry but I'm either looking in the wrong place, or it doesn't say.

Can anyone tell me where the file is? Or where to find it in the registry? Or its name?

If you need the file and want to parse it in DOS, the files you should look for are index.dat (in various directories) and maybe mm256 or mm2048.
To parse the autocomplete entries using the WinAPI, use functions from WININET.DLL : FindFirstUrlCacheEntry, DeleteUrlCacheEntry etc.

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~Bikram