OS: Windows XP Professional SP2
Internet browser: IE 6.0
CD-ROM: MSI CD-RW MS-8340S(40x12x48x)
CPU: AMD Athlon XP 3000+
RAM: 1024MB dual channel DDR400
Motherboard: Gigabyte GA-7N400 Pro2 Rev.1

I bought an enhanced CD and I can play the cda tracks but do not know how to access the data track. Windows does not see it, but CDex audio CD extractor program does. The CD insert says:
"This enhanced CD contains extra live tracks in MP3 format, and additional information about the band. From your web browser, choose 'Open File' and select index.htm."
I opened IE and selected 'Open' on the File menu, which brought up the 'Open' dialog. First I clicked 'Browse' and navigated to my CD-ROM drive but it showed no HTML files and when I selected 'All Files' in 'Files of type:' it showed only the cda tracks on the CD. Second I typed "index.htm" into the 'Open' input field and clicked 'OK' but it just produced a 'Cannot find server or DNS Error' page.

type the full address in IE

Example: D:/CD Title/CD Extras/index.htm

First exit all CD ripping programs, then re-insert your enhanced CD and you'll be able to browse it with Explorer.

Thanks dreamliner77. Just to clarify:
1. Do I type the address into the Open dialog, or into the Address field of IE?
2. How do I write the CD title? (the CD is by The Ukrainians and is called Respublika) For example, do I write respublika, or the ukrainians respublika, or the ukrainians - respublika or some other permutation?
3. Does 'CD Extras' refer to some other information, or do I just type it exactly as you wrote it?

Thanks Egor, but I already tried all the obvious things like closing other programs and unneeded processes, reinserting the CD (multiple times), rebooting, inserting the CD while pressing the Shift key etc., all to no avail. Also, in case I didn't make it clear, Explorer sees the cda tracks but not the data track.

It could be also possible that your CD doesn't have any extra information at all.

How does CDex show that the disc contains data track? If CDex' tracklist contains a track named 'Data', then you can try to extract this data track out of the disc to an .iso image file (e.g., with Nero). This file could be burned onto a CD-R or viewed/extracted with Winrar, for example, or with any .iso editing program.