What is an IDX file?

I had the same problem: thousands of .IDX files in the "My Documents" folder. It actually happened when I created a CD database in NERO. Just create a "NERO DB" folder in "My Documents" and select it when creating the CD database.

An IDX file is a subtitle file that usually accompanies a video sequence in a separate file. The subtitle file should preferably have the same name as the video file (except for the extension) and be in the same directory.
How to read an IDX file?

To play a video in IDX format, you simply need to use a media player such as VLC or install the following software:
VOBsub

An IDX file can also be an index file specific to an application. It may notably be one of the following applications:
Outlook Express 4 (or IE4) folder index, associated with .MBX (MailBoX)
File associated with a FAX capture
Header information (CMYK image) (Stork format)
FoxPro 2.0 database index
Symantec Q&A relational database index file
Temporary Internet Mail file (AOL)
ICQ database
Index entries (LaTeX)